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Abnormal accrual, informed trader, and long-term stock return : evidence from Japan
Muramiya, Katsuhiko, (2008)
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)
Number of shareholders and stock prices : evidence from Japan
Amihud, Yakov, (1999)
Amihud, Yakov, (1998)
Liquidity and the 1987 stock market crash : the price decline reflected, in part, a reassessment of market liquidity
Amihud, Yakov, (1990)