References

• 1991Inferring Trade Direction from Intraday Data3,150 cited
• 1983Information Effects on the Bid-Ask Spread1,875 cited
• 1991Measuring the Information Content of Stock Trades1,868 cited
• 1988Stock prices and top management changes1,572 cited
• 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
• 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
• 2007Corporate Bond Market Transaction Costs and Transparency966 cited
• 1983On corporate governance961 cited
• 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks899 cited
• 1992An Empirical Analysis of Illegal Insider Trading818 cited
• 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
• 1993Institutional trades and intraday stock price behavior626 cited
• 1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes603 cited
• 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
• 2004The “make or take” decision in an electronic market: Evidence on the evolution of liquidity483 cited