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The price effects of information release : the case of dividends
Seth, Sarabjeet, (1988)
The econometrics of ultra-high-frequency data
Engle, Robert F., (2000)
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken, (1999)
Trading volume and transaction costs in specialist markets
George, Thomas J., (1994)
Trading Volume and Transaction Costs in Specialist Markets
George, Thomas J., (2008)