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The sensitivity of bank stocks to mortgage portfolio composition
He, Ling T., (1997)
Trading costs and price discovery across stock index futures and cash markets
Kim, Minho, (1999)
Stock distribution announcements and bid-ask spreads
Forjan, James M., (1998)
Information, trading, and volatility
Jones, Charles M., (1994)
Transactions, volume, and volatility
Execution costs of institutional equity orders
Jones, Charles M., (1999)