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Examining the long run relationship between the US Money Supply (M2) and the Canadian stock market
Thabet, Errefat Hamoud, (2014)
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken, (1999)
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
The relation between stock market movements and NYSE seat prices
Keim, Donald B., (2000)
Execution costs and investment performance : an empirical analysis of institutional equity trades
Keim, Donald B., (1994)
Keim, Donald B., (1995)