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Cited by

• 1992Principles of trading market structure80 cited
• 1996THE DETERMINANTS OF MARKET BID ASK SPREADS ON THE AUSTRALIAN STOCK EXCHANGE: CROSS‐SECTIONAL ANALYSIS69 cited
• 1997Tests and Properties of Variance Ratios in Microstructure Studies56 cited
• 1993UNLISTED TRADING PRIVILEGES, LIQUIDITY, AND STOCK RETURNS48 cited
• 1991Consistency between Predicted and Actual Bid-Ask Quote-Revisions40 cited
• 2005The evolution of the rules and regulations of the first emerging markets: the London, New York and Paris stock exchanges, 1792–191436 cited
• 1993An analysis of interday and intraday return volatility - evidence from the Korea Stock Exchange36 cited
• 1992Bid‐ask spreads in financial futures36 cited
• 1994Market structure and inefficiency in the foreign exchange market35 cited
• 1991Microstructure Theory and the Foreign Exchange Market34 cited
• 1991Globalization of financial markets32 cited
• 1993Privileged Traders and Asset Market Efficiency: A Laboratory Study32 cited
• 1992Corporate disclosure and price discovery associated with NYSE temporary trading halts*29 cited
• 2000Financial intermediation in the securities markets law and economics of conduct of business regulation