1. Reverse merger audit fee premium: Evidence from China. (2024). Cheng, Zijian ; Liu, Zhangxin ; Zhao, Xingju ; Wang, Isabel Zhe.
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2. A theory of firm opacity and corporate social responsibility. (2022). Chen, Zhuoqiong ; You, Linqing.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002205.

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3. Network centrality and value relevance of insider trading: Evidence from Europe. (2021). Martikainen, Minna ; Afzali, Mansoor.
   In: The Financial Review.
   RePEc:bla:finrev:v:56:y:2021:i:4:p:793-819.

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4. Risk aversion, public disclosure, and partially informed outsiders. (2020). Chai, Shujuan ; Liu, Hong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301728.

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5. How Insiders’ Personal Incentives and Timeliness of Information Revelation are Related to Their Sales Timing. (2016). Yeh, Yin-Hua ; Yang, Ya-Wei ; Shu, Pei-Gi.
   In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
   RePEc:wsi:rpbfmp:v:19:y:2016:i:02:n:s0219091516500090.

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6. Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements. (2010). Tonks, Ian.
   In: Journal of Business Finance & Accounting.
   RePEc:bla:jbfnac:v:37:y:2010:i:3-4:p:408-421.

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7. Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements. (2010). Tonks, Ian.
   In: Journal of Business Finance & Accounting.
   RePEc:bla:jbfnac:v:37:y:2010-04:i:3-4:p:408-421.

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8. Australian evidence on corporate governance attributes and their association with forward-looking information in the annual report. (2008). Percy, Majella ; OSullivan, Madonna ; Stewart, Jenny.
   In: Journal of Management & Governance.
   RePEc:kap:jmgtgv:v:12:y:2008:i:1:p:5-35.

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9. Informed trading, noise trading and the cost of equity. (2008). Gregoire, Philippe ; Huang, Hui.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:17:y:2008:i:1:p:13-32.

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10. Secrecy, two-sided bias and the value of evidence. (2007). Seidmann, Daniel ; Giovannoni, Francesco.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:59:y:2007:i:2:p:296-315.

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1. The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets. (2022). Williams, Julian ; Malagon, Juliana ; Nie, Jing.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1434-1465.

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2. Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed. (2021). Tapia, Mikel ; Penalva, Jose S.
   In: Applied Mathematical Finance.
   RePEc:taf:apmtfi:v:28:y:2021:i:2:p:143-177.

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3. Long-term reversals in the corporate bond market. (2021). Bali, Turan G ; Wen, Quan ; Subrahmanyam, Avanidhar.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:139:y:2021:i:2:p:656-677.

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4. Ordinal-response models for irregularly spaced transactions: A forecasting exercise. (2020). Tsionas, Mike ; Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:103250.

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5. Liquidity in the German stock market. (2019). Theissen, Erik ; Scharnowski, Stefan ; Zimmermann, Lukas ; Westheide, Christian ; Johann, Thomas.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1902.

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6. Liquidity in the German Stock Market. (2019). Theissen, Erik ; Johann, Thomas ; Scharnowski, Stefan ; Zimmermann, Lukas ; Westheide, Christian.
   In: Schmalenbach Business Review.
   RePEc:spr:schmbr:v:71:y:2019:i:4:d:10.1007_s41464-019-00079-6.

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7. How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Lee, Ji Eun ; Ryu, Doojin.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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8. The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility. (2018). Behrendt, Simon ; Schmidt, Alexander.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:96:y:2018:i:c:p:355-367.

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9. Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos.
   In: Research Discussion Papers.
   RePEc:bof:bofrdp:2018_001.

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10. Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:001.

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11. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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12. The impact of ECB macro-announcements on bid–ask spreads of European blue chips. (2015). Ruhl, Tobias R. ; Stein, Michael.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:54-71.

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13. Characteristics of takeover targets that trigger insider trading investigations. (2014). Marciniak, Marek ; Madura, Jeff.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:1:p:1-18.

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14. Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos. (2013). Werner, Kristjanpoller Rodriguez .
    In: Contaduría y Administración.
    RePEc:nax:conyad:v:58:y:2013:i:1:p:37-62.

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15. Specialists as risk managers: The competition between intermediated and non-intermediated markets. (2011). Mao, Wen ; Pagano, Michael S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:51-66.

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16. Stochastic resonance and the trade arrival rate of stocks. (2010). Yen, Ju-Yi ; Silva, Christian A..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:10:y:2010:i:5:p:461-466.

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17. Participation strategy of the NYSE specialists to the posted quotes. (2010). Köksal, Bülent ; Koksal, Bulent .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:314-331.

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18. Participation Strategy of the NYSE Specialists to the Trades. (2008). Köksal, Bülent ; Bulent, Koksal .
    In: MPRA Paper.
    RePEc:pra:mprapa:30512.

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19. Financial analysts and price discovery. (2008). McInish, Thomas ; Aitken, Michael ; Almeida, Niall ; Frederick H. deB. Harris, .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:48:y:2008:i:1:p:1-24.

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20. Return autocorrelation anomalies in two European stock markets. (2007). Blandon, Jose Garcia.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:22:y:2007:i:1:p:59-70.

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21. Strategic Trading with Market Closures. (2006). Livdan, Dmitry ; Boulatov, Alexei.
    In: 2006 Meeting Papers.
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22. An empirical analysis of specialist trading behavior at the New York Stock Exchange. (2006). Benediktsdottir, Sigridur.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:876.

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23. Specialist Risk Attitudes and the Bid‐Ask Spread. (2005). Prucyk, Brian .
    In: The Financial Review.
    RePEc:bla:finrev:v:40:y:2005:i:2:p:223-255.

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24. Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange. (2004). Wright, Robert ; Levin, Eric J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:1-19.

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25. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:579.

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26. Ex Post Voluntary Disclosure Strategies for Insiders*. (2003). Smith, Michael J ; Levine, Carolyn B.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:20:y:2003:i:4:p:719-746.

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27. The Information Content in Trades of Inactive Nasdaq Stocks. (2003). Chen, Peter ; Man, Kasing ; Wu, Chunchi.
    In: Journal of Entrepreneurial Finance.
    RePEc:pep:journl:v:8:y:2003:i:2:p:25-53.

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28. Price discovery in the pre-opening period. theory and evidence from the madrid stock exchange. (2003). Manzano, Carolina ; Brusco, Sandro ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb035814.

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29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
    In: Econometrics.
    RePEc:wpa:wuwpem:0201003.

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30. New findings regarding return autocorrelation anomalies and the importance of non-trading periods. (2001). Garcia-Blandon, Josep.
    In: Economics Working Papers.
    RePEc:upf:upfgen:585.

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31. Marketmaking in the Laboratory: Does Competition Matter?. (2001). Weber, Martin ; Krahnen, Jan.
    In: Experimental Economics.
    RePEc:kap:expeco:v:4:y:2001:i:1:p:55-85.

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32. Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market. (2001). .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:2:y:2001:i:4:p:387-417.

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33. Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York. (2000). Menkveld, Albert ; Hupperets, Erik .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20000018.

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34. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: CoFE Discussion Papers.
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35. Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets. (1999). Tse, Yiuman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1831-1860.

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36. The Optimal Enforcement of Insider Trading Regulations. (1998). DeMarzo, Peter ; Peter M. DeMarzo, Michael J. Fishman,, ; HAGERTY, KATHLEEN M..
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:106:y:1998:i:3:p:602-632.

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37. US day-of-the-week effects and asymmetric responses to macroeconomic news. (1998). Ravichandran, R. ; Pinegar, Michael J. ; Chang, Eric C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:5:p:513-534.

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38. Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange. (1998). Tonks, Ian ; snell, andy.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:5:y:1998:i:1:p:1-25.

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39. Demand uncertainty, endogenous timing and costly waiting : jumping the gun in competitive markets. (1998). Peck, James.
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40. Price Crashes, Information Aggregation, and Market-Making,. (1997). Scheinkman, Jose ; Madrigal, Vicente.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:75:y:1997:i:1:p:16-63.

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41. High frequency data in financial markets: Issues and applications. (1997). O'Hara, Maureen ; Goodhart, Charles A. E., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114.

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42. Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben.
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    RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

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43. The day-of-the-week effect: The international evidence. (1996). Louvet, P. ; Dubois, M..
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44. One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System. (1995). Payne, Richard ; Ito, Takatoshi ; Goodhart, Charles.
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45. International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States. (1995). Rogers, John ; Kim, Sang W..
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46. International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States. (1995). Rogers, John ; Kim, Sang W..
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    RePEc:eee:empfin:v:2:y:1995:i:2:p:117-133.

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47. A STATISTICAL MODEL OF CHANGES IN ASSET PRICES EMPLOYING INTRADAY DATA: A RECURSIVE APPROACH. (1993). Fletcher, Roy A.
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    RePEc:wly:revfec:v:2:y:1993:i:2:p:43-58.

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48. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
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49. An Ordered Probit Analysis of Transaction Stock Prices. (1991). Lo, Andrew ; Hausman, Jerry ; MacKinlay, Craig A..
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50. An ordered probit analysis of transaction stock prices. (1990). Lo, Andrew ; Hausman, Jerry.
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