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Gonzalez, Federico; Schervish, Mark J. - In: Market microstructure and liquidity 3 (2017) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10011923314

Drame, Mouhamad - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-35

Persistent link: https://www.econbiz.de/10012820075

Easley, David - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 185-208

Persistent link: https://www.econbiz.de/10001125362

Chowdhry, Bhagwan - In: Pacific-Basin finance journal 4 (1996) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10001204437

Chowdhry, Bhagwan - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 25-42

Persistent link: https://www.econbiz.de/10001208191

Bloomfield, Robert - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1791-1808

Persistent link: https://www.econbiz.de/10001211765

Brennan, Michael J. - In: Journal of financial economics 38 (1995) 3, pp. 361-381

Persistent link: https://www.econbiz.de/10001180865

Duffie, Darrell; Zhu, Haoxiang - In: The review of financial studies 30 (2017) 4, pp. 1095-1150

Persistent link: https://www.econbiz.de/10011749340

Gençay, Ramazan; Mahmoodzadeh, S.; Rojček, Jakub; … - In: Quantitative finance 18 (2018) 7, pp. 1129-1148

Persistent link: https://www.econbiz.de/10011911529

Anshuman, V. Ravi; Kalay, Avner - In: Journal of financial markets 5 (2002) 1, pp. 83-125

Persistent link: https://www.econbiz.de/10001657127