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SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas, (1999)
Consolidation, fragmentation, segmentation and regulation
Harris, Lawrence E., (1993)
Exact ruin probabilities and the evaluation of program trading on financial markets
Kennedy, D. P., (1993)
[Rezension von: The microstructure of securities markets, by Kalman J. Cohen .. : Englewood Cliffs, NJ, Prentice-Hall, 1986]
Glosten, Lawrence R., (1988)
Insider trading, liquidity, and the role of the monopolist specialist
Glosten, Lawrence R., (1989)
Components of the bid-ask spread and the statistical properties of transaction prices
Glosten, Lawrence R., (1987)