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Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
Chakravarty, Sugato, (1998)
Forecasting and trading strategies based on a price trend model
Kwan, Josephine W. C., (2000)
Handelbarkeit von Risiken : Erfolgsfaktoren von Verbriefungen und derivativen Finanzinstrumenten
Dresig, Tilo, (2000)
Arbitrage-free limit order books and the pricing of order flow risk
Lehmann, Bruce Neal, (2008)
Earnings, dividend policy, and present value relations : building blocks of dividend policy invariant cash flows
Lehmann, Bruce Neal, (1991)
Notes on dynamic factor pricing models