References

• 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
• 1991Measuring the Information Content of Stock Trades1,868 cited
• 1992The weighing of evidence and the determinants of confidence1,842 cited
• 1986Stock return variances1,813 cited
• 1988Estimating the components of the bid/ask spread1,612 cited
• 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
• 1980Dealership market965 cited
• 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests949 cited
• 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks899 cited
• 1992Long-Lived Private Information and Imperfect Competition802 cited
• 1983The Dynamics of Dealer Markets Under Competition783 cited
• 1988Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets585 cited
• 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models