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The next tick on Nasdaq : does level II information matter?
Mizrach, Bruce Marshall, (2002)
Does internalization diminish the impact of quote aggressiveness on dealer market share?
Chung, Kee H., (2006)
Effect of the actual size rule under market stress
Porter, David C., (2006)
Are whisper forecasts more informative than consensus analysts' forecasts?
Devos, Erik, (2007)
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman, (1999)
Round-the-clock market efficiency and home bias : evidence from the international Japanese government bonds futures markets