//-->
Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato, (2001)
The changing state of the NYSE market : new common factors, players, and impulse responses
Chakravarty, Sugato, (2009)
Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?
Chakravarty, Sugato, (2002)