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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Tick size, bid-ask spreads, and market structure
Huang, Roger D.; Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10001651570
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Commodity futures and spot price determination and hedging in capital market equilibrium
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 4, pp. 873-894
Persistent link: https://www.econbiz.de/10002890936
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Dealer inventory behavior : an empirical investigation of NASDAQ stocks
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 3, pp. 359-380
Persistent link: https://www.econbiz.de/10002890957
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Small business and the new issues market for equities
Stoll, Hans Rainer; Curley, Anthony J. - In: Journal of financial and quantitative analysis : JFQA 5 (1970) 3, pp. 309-322
Persistent link: https://www.econbiz.de/10002891065
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Parallel trading by institutional investors
Kraus, Alan; Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 7 (1972) 5, pp. 2107-2138
Persistent link: https://www.econbiz.de/10002250263
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Tick Size, Bid-Ask Spreads, and Market Structure
Huang, Roger D.; Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10006696188