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2. Market run-ups, market freezes, inventories, and leverage. (2012). Leitner, Yaron ; Bond, Philip.
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3. Market Liquidity Behaviour in Futures Markets: Empirical Evidence. (2012). Trabelsi, Lotfi ; Abid, Fathi.
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4. Foreign ownership in Vietnam stock markets - an empirical analysis. (2011). Vo, Xuan Vinh.
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5. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
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6. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis. (2011). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
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7. Direct or Indirect Cash Flow Statements?. (2011). Bradbury, Michael.
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8. Price pressures. (2010). Menkveld, Albert ; Hendershott, Terrence.
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9. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
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10. Noise-trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2009). Ulibarri, Carlos ; Anselmo, Peter C. ; Hovespian, Karen ; Tolk, Jacob ; Florescu, Ionut.
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11. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
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12. VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues.. (2008). Erzegovesi, Luca.
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13. Noise trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2008). Ulibarri, Carlos ; Anselmo, Peter ; Hovsepian, Karen ; Tolk, Jacob ; Florescu, Ionut.
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14. Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds. (2008). Tse, Yiuman ; Datar, Vinay ; So, Raymond .
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15. A functional approach to the price impact of stock trades and the implied true price. (2008). Huang, Roger D. ; Ting, Christopher.
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16. How do treasury dealers manage their positions?. (2007). Rosenberg, Joshua ; Fleming, Michael.
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17. Informative trading or just costly noise? An analysis of Central Bank interventions. (2007). Pasquariello, Paolo.
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18. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
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19. Price Formation and Liquidity Provision in Short-Term Fixed Income Markets. (2007). Lo, Ingrid ; D'Souza, Chris ; Sapp, Stephen.
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20. An empirical analysis of specialist trading behavior at the New York Stock Exchange. (2006). Benediktsdottir, Sigridur.
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21. Market-wide liquidity co-movements, volatility regimes and market cap sizes. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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22. Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks. (2005). Zhao, Xin ; McCormick, Timothy ; Li, Mingsheng.
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23. Liquidity and exchanges, or contracting with the producers. (2004). Leitner, Yaron.
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24. Return reversals in the bond market: Evidence and causes. (2004). King, Tao-Hsien Dolly ; Khang, Kenneth.
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25. Liquidity provision in the overnight foreign exchange market. (2004). Rime, Dagfinn ; Bjønnes, Geir ; Haakon O. Aa. Solheim, ; Bjonnes, Geir Hoidal.
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26. Variation in ex day dividend pricing: Myth or reality?. (2003). Bali, Rakesh.
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27. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
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28. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol L..
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29. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
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30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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31. Positivity of bid-ask spreads and symmetrical monotone risk aversion *. (2002). Chateauneuf, Alain ; Abouda, Moez .
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32. Market-making, inventories and martingale pricing. (2002). ROGER, Patrick ; At, Christian ; Flochel, Laurent.
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33. Stop-loss orders and price cascades in currency markets. (2002). Osler, Carol.
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34. Directly measuring early exercise premiums using American and European S&P 500 index options. (2002). Thomas W. Miller, Jr., .
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35. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. (2002). Hamao, Yasushi ; Cai, Jun ; Ho, Richard Y. K., ; Ahn, Hee-Joon.
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36. Market-makers supply and pricing of financial market liquidity. (2002). Starr, Ross M. ; Shen, PU.
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37. Market illiquidity and the Bid-Ask spread of derivatives. (2000). Antao, Paula.
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38. Do Market Makers Suffer from Splitting Headaches?. (2000). Huang, Roger ; Weingartner, H..
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40. Market Makers Supply and Pricing of Financial Market Liquidity. (2000). Starr, Ross M. ; Shen, PU.
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41. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert ; Cho, Young-Hye.
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44. Limit orders and ex-dividend day return distributions. (1997). Dubofsky, David.
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47. Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard.
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48. Seasonalities and intraday return patterns in the foreign currency futures market. (1995). Schwarz, Thomas V. ; Cornett, Marcia Millon ; Szakmary, Andrew C..
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49. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Reiss, Peter C. ; Werner, Ingrid M..
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50. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
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