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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas, (1996)
Trading costs on US exchanges : an empirical examination
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman, (2005)
Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Ronen, Tavy, (2003)
Trading structure and overnight information : a natural experiment from the Tel-Aviv Stock Exchange
Ronen, Tavy, (1998)
When an Executive Departs: An Informational Content Story
Nam, Seunghan, (2018)