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Testing for Market Microstructure Effects in Intraday Volatility : A Reassessment of the Tokyo FX Experiment
Anderson, Torben G., (1998)
Testing for Market Microstructure Effects in Intraday Volatility : a Reassessment of the Tokyo FX Experiment
Andersen, Torben, (2010)
Abnormal accrual, informed trader, and long-term stock return : evidence from Japan
Muramiya, Katsuhiko, (2008)
Market Microstructure and Securities Values : Evidence from the Tel Aviv Stock Exchange
Amihud, Yakov, (2008)
Stock and Bond Liquidity and its Effect on Prices and Financial Policies
The Value of Trading Consolidation : Evidence from the Exercise of Warrants