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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas, (1996)
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan, (1997)
Inferring trade directions in fast markets
Jurkatis, Simon Willi, (2020)
Major world equity markets: current structure and prospects for change
Huang, Roger D., (1991)
Market microstructure and stock return predictions
Huang, Roger D., (1994)
Competitive trading of NYSE listed stocks : measurement and interpretation of trading costs
Huang, Roger D., (1996)