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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan, (1997)
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M., (1997)
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng, (2011)
The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley, (1998)
Bankruptcy investing : how to profit from distressed companies
Branch, Ben, (2002)
Investments: a practical approach
Branch, Ben Shirley, (1985)