//-->
The intra-day effect of program trades on stock returns : evidence from October 1987
Neal, Robert S., (1994)
Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R., (1990)
Information in the cash market and stock index future market
Chan, Kalok, (1990)
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel, (1999)
Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
The characteristics of takeover targets : q and other measures
Hasbrouck, Joel, (1985)