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The information conveyed by anouncements of stock dividends and stock splits : a signalling approach
Liljeblom, Eva, (1988)
Information and noise in speculative markets : two essays
Nimalendran, Mahendrarajah, (1990)
Information in the cash market and stock index future market
Chan, Kalok, (1990)
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel, (1999)
Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
The characteristics of takeover targets : q and other measures
Hasbrouck, Joel, (1985)