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2. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
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3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
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4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
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5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
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7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta .
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8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
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9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
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10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
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11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
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12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
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13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
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14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick .
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15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
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17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Chatrath, A. ; Adrangi, B..
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18. The role of information in Hong Kong individual stock futures trading. (2003). McKenzie, M. D. ; Brooks, R. D..
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19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
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20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge.
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21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
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28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
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29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Frederick H. deB. Harris, ; Wood, Robert A. ; Frederick H. deB. Harris, .
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32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
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36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik .
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