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The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok, (1995)
Inventory constraints in a dynamic model of imperfect competition : an application to beef packing
Hunnicutt, Lynn, (2003)
How market power affects dynamic pricing : evidence from inventory fluctuations at car dealerships
Israeli, Ayelet, (2022)
Market microstructure and price discovery on the Tokyo Stock Exchange
Amihud, Yakov, (1989)
How (not) to integrate the European capital markets
Amihud, Yakov, (1991)
Number of shareholders and stock prices : evidence from Japan
Amihud, Yakov, (1999)