Narrow search
Showing 1 - 4 of 4
Cover Image
Market vs limit orders : the SuperDOT evidence on order submission strategy
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 213-231
Persistent link: https://www.econbiz.de/10001208257
Cover Image
S&P 500 cash stock price volatilities
Harris, Lawrence E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1155-1175
Persistent link: https://www.econbiz.de/10001080364
Cover Image
A day-end transaction price anomaly
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10001063203
Cover Image
Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001096425