References

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• 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
• 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
• 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
• 1993Differences of Opinion Make a Horse Race1,650 cited
• 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
• 2001The Microstructure Approach to Exchange Rates1,043 cited
• 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
• 1999Order Flow and Exchange Rate Dynamics798 cited
• 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
• 1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets667 cited
• 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
• 1993