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Decision Rules and their Influence on Asset Prices
Trifan, Emanuela, (2004)
Trader Anonymity, Price Formation and Liquidity
Theissen, Erik, (2002)
Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
Lazarov, Zdravetz, (2004)
Testing the Random Walk Hypothesis: Power Versus Frequency of Observation
Perron, Pierre, (1984)
Testing the Random Walk Hypothesis: Power versus Frequency of Observation
Shiller, Robert J., (1985)
Testing the random walk hypothesis : Power versus frequency of observation