References

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• 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1987Price, trade size, and information in securities markets2,169 cited
• 1983Information Effects on the Bid-Ask Spread1,875 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1971The Only Game in Town855 cited
• 1987Trading Mechanisms and Stock Returns: An Empirical Investigation769 cited
• 1991Estimation of the Bid–Ask Spread and Its Components: A New Approach594 cited
• 1989The size and power of the variance ratio test in finite samples522 cited
• 1989On Technical Analysis499 cited
• 1989Trade and the Revelation of Information through Prices and Direct Disclosure422 cited
• 1988The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation419 cited
• 1997Tick Size, Share Prices, and Stock Splits387 cited
• 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 cited