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Excess volatility of stock prices driven by a state-dependent information model
Lee, Kiseok, (1999)
Private information, public information, expectations and prices in financial markets
Besancenot, Damien, (2000)
Information and noise in speculative markets : two essays
Nimalendran, Mahendrarajah, (1990)
Cream-skimming or profit-sharing? : The curious role of purchased order flow
Easley, David, (1995)
Price, trade size, and information in securities markets
Easley, David, (1987)
Market microstructure