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The new issue market as a sequential equilibrium
Tonks, Ian - In: Empirical issues in raising equity capital, (pp. 261-278). 1996
Persistent link: https://www.econbiz.de/10001320960
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Time series volatility of commodity futures prices
Black, Jane M.; Tonks, Ian - In: The journal of futures markets 20 (2000) 2, pp. 127-144
Persistent link: https://www.econbiz.de/10001447771
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Time series of commodity futures prices
Black, Jane M.; Tonks, Ian - 1999
Persistent link: https://www.econbiz.de/10001435084
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The profitability of block trades in auction and dealer markets
Snell, Andy; Tonks, Ian - 2000
Persistent link: https://www.econbiz.de/10001465955
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Determinants of price quote revisions on the London Stock Exchange
Snell, Andy; Tonks, Ian - 1994
Persistent link: https://www.econbiz.de/10000901263
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Testing the robustness of long-term under-performance of UK initial public offerings
Espenlaub, Susanne; Gregory, Alan; Tonks, Ian - 1998
Persistent link: https://www.econbiz.de/10000982683
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Detecting information from directors' trades : signal definition and variable size effects
Gregory, Alan; Matatko, John; Tonks, Ian - 1996
Persistent link: https://www.econbiz.de/10000944260
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Financce and technological change
Goodacre, Alan - In: Handbook of the economics of innovation and …, (pp. 298-341). 1995
Persistent link: https://www.econbiz.de/10001299769
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A cross-sectional variance bounds test
Board, John L. G. - In: Economics letters 42 (1993) 4, pp. 372-377
Persistent link: https://www.econbiz.de/10001149736
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Asset price variability in a rational expectations equilibrium
Black, Jane M. - In: European economic review : EER 36 (1992) 7, pp. 1367-1377
Persistent link: https://www.econbiz.de/10001135230