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The summary informativeness of stock trades : an econometric analysis
Hasbrouck, Joel - In: The review of financial studies 4 (1991) 3, pp. 571-595
Persistent link: https://www.econbiz.de/10001329862
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Assessing the quality of a security market : a new approach to transaction-cost measurement
Hasbrouck, Joel - In: The review of financial studies 6 (1993) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10001149990
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Securities trading in the absence of dealers : trades and quotes on the Tokyo Stock Exchange
Hamao, Yasushi - In: The review of financial studies 8 (1995) 3, pp. 849-878
Persistent link: https://www.econbiz.de/10001188912
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Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement
Hasbrouck, Joel - In: The review of financial studies 6 (1993) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10007093184
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Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange
Hamao, Yasushi; Hasbrouck, Joel - In: The review of financial studies 8 (1995) 3, pp. 849-878
Persistent link: https://www.econbiz.de/10007331584