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A direct test of the divided capture hypothesis
Karpoff, Jonathan M., (1995)
Canadian security market anomalies
Athanassakos, George, (2000)
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas, (1996)
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas, (1995)
The effect of public information and competition on trading volume and price volatility
Foster, F. Douglas, (1993)
Strategic trading when agents forecast the forecasts of others
Foster, F. Douglas, (1996)