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2. Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread. (2011). Ibuki, Takero ; Inoue, Jun-Ichi.
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8. How markets slowly digest changes in supply and demand. (2008). Farmer, J. ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio.
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11. Time reversal invariance in finance. (2007). Zumbach, Gilles.
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18. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market. (1999). Safvenblad, Patrik.
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21. Market evidence on the opaqueness of banking firms assets.. (1999). Kwan, Simon ; Flannery, Mark ; Nimalendran, M..
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24. Do Brokers Misallocate Customer Trades? Evidence From Futures Markets. (1998). Sarkar, Asani ; Wu, Lifan ; Park, Hun Y..
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26. Risk Arbitrage in Takeovers.. (1998). Cornelli, Francesca.
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27. Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?.. (1998). Liu, Hong ; Kaniel, Ron.
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28. Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provisions on the NYSE. (1998). Goldstein, Michael ; Kavajecz, Kenneth A..
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29. Common Factors in Prices, Order Flows and Liquidity. (1998). Hasbrouck, Joel ; Seppi, Duane J..
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30. Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
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39. Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions. (1997). Sarkar, Asani ; Locke, Peter R. ; Wu, Lifan.
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42. Jump risk, time-varying risk premia, and technical trading profits. (1997). Smith, Stephen D. ; Feng, Chenyang.
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45. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Lumsdaine, Robin ; Jones, Charles M..
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50. The Size and Incidence of Losses from Noise Trading. (). Waldmann, Robert ; Summers, Lawrence ; Shleifer, Andrei ; DeLong, James.
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