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2. Informationsbasierter Aktienhandel über IBIS. (2000). Grammig, Joachim ; Theissen, Erik ; Schiereck, Dirk.
   In: Schmalenbach Journal of Business Research.
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1. The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W..
   In: Foundations and Trends(R) in Finance.
   RePEc:now:fntfin:0500000044.

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2. Market run-ups, market freezes, inventories, and leverage. (2012). Leitner, Yaron ; Bond, Philip.
   In: Working Papers.
   RePEc:fip:fedpwp:12-8.

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3. Market Liquidity Behaviour in Futures Markets: Empirical Evidence. (2012). Trabelsi, Lotfi ; Abid, Fathi.
   In: Asian Economic and Financial Review.
   RePEc:asi:aeafrj:2012:p:192-206.

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4. Foreign ownership in Vietnam stock markets - an empirical analysis. (2011). Vo, Xuan Vinh.
   In: MPRA Paper.
   RePEc:pra:mprapa:29863.

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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.
   In: MPRA Paper.
   RePEc:pra:mprapa:29862.

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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.
   In: Working Papers.
   RePEc:gla:glaewp:2011_22.

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7. Direct or Indirect Cash Flow Statements?. (2011). Bradbury, Michael.
   In: Australian Accounting Review.
   RePEc:bla:ausact:v:21:y:2011:i:2:p:124-130.

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8. Price pressures. (2010). Menkveld, Albert ; Hendershott, Terrence.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:201014.

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9. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:22:y:2009:i:11:p:4601-4641.

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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.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:268-279.

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11. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
    In: Post-Print.
    RePEc:hal:journl:hal-00515873.

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12. VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues.. (2008). Erzegovesi, Luca.
    In: Alea Tech Reports.
    RePEc:trt:aleatr:014.

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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.
    In: MPRA Paper.
    RePEc:pra:mprapa:14814.

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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 .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:31:y:2008:i:4:p:379-393.

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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.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:1-16.

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16. How do treasury dealers manage their positions?. (2007). Rosenberg, Joshua ; Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:299.

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17. Informative trading or just costly noise? An analysis of Central Bank interventions. (2007). Pasquariello, Paolo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:2:p:107-143.

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18. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6530.

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19. Price Formation and Liquidity Provision in Short-Term Fixed Income Markets. (2007). Lo, Ingrid ; D'Souza, Chris ; Sapp, Stephen.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-27.

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20. 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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21. Market-wide liquidity co-movements, volatility regimes and market cap sizes. (2006). PETITJEAN, Mikael ; Giot, Pierre.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006102.

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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.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:4:p:533-555.

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23. Liquidity and exchanges, or contracting with the producers. (2004). Leitner, Yaron.
    In: Business Review.
    RePEc:fip:fedpbr:y:2004:i:q1:p:16-22.

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24. Return reversals in the bond market: Evidence and causes. (2004). King, Tao-Hsien Dolly ; Khang, Kenneth.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:569-593.

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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.
    In: Working Paper.
    RePEc:bno:worpap:2004_13.

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26. Variation in ex day dividend pricing: Myth or reality?. (2003). Bali, Rakesh.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:27:y:2003:i:2:p:190-210.

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27. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: Working Paper.
    RePEc:bno:worpap:2003_10.

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28. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol L..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:58:y:2003:i:5:p:1791-1820.

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29. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:2:p:222-237.

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30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

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31. Positivity of bid-ask spreads and symmetrical monotone risk aversion *. (2002). Chateauneuf, Alain ; Abouda, Moez .
    In: Theory and Decision.
    RePEc:kap:theord:v:52:y:2002:i:2:p:149-170.

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32. Market-making, inventories and martingale pricing. (2002). ROGER, Patrick ; At, Christian ; Flochel, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00178162.

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33. Stop-loss orders and price cascades in currency markets. (2002). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:150.

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34. Directly measuring early exercise premiums using American and European S&P 500 index options. (2002). Thomas W. Miller, Jr., .
    In: Working Papers.
    RePEc:fip:fedlwp:2002-016.

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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.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:4:p:399-430.

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36. Market-makers supply and pricing of financial market liquidity. (2002). Starr, Ross M. ; Shen, PU.
    In: Economics Letters.
    RePEc:eee:ecolet:v:76:y:2002:i:1:p:53-58.

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37. Market illiquidity and the Bid-Ask spread of derivatives. (2000). Antao, Paula.
    In: Nova SBE Working Paper Series.
    RePEc:unl:unlfep:wp386.

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38. Do Market Makers Suffer from Splitting Headaches?. (2000). Huang, Roger ; Weingartner, H..
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:17:y:2000:i:2:p:105-126.

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39. The components of bid-ask spreads on the London Stock Exchange. (2000). Paudyal, Krishna ; Menyah, Kojo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:11:p:1767-1785.

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40. Market Makers Supply and Pricing of Financial Market Liquidity. (2000). Starr, Ross M. ; Shen, PU.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt69f9h5bz.

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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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7331.

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42. Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking. (1997). Angbazo, Lazarus .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:1:p:55-87.

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43. 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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44. Limit orders and ex-dividend day return distributions. (1997). Dubofsky, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:1:p:47-65.

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45. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9633.

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46. Equity Trading Practices and Market Structure: Assessing Asset Managers Demand for Immediacy. (1995). Economides, Nicholas ; Schwartz, Robert A..
    In: Financial Networks.
    RePEc:wop:ennefn:9508.

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47. Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4984.

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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..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:5:p:843-869.

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49. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Reiss, Peter C. ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4727.

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50. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4471.

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