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The intraday pricing behavior of international dually listed securities
Miller, Darius P., (1996)
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken, (1999)
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Transaction taxes and financial market equilibrium
Subrahmanyam, Avanidhar, (1998)
Risk aversion, market liquidity, and price efficiency
Subrahmanyam, Avanidhar, (1991)
On rules versus discretion in procedures to halt trade
Subrahmanyam, Avanidhar, (1995)