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Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
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1
Macroeconomic attention and announcement risk premia
Fisher, Adlai
;
Martineau, Charles
;
Sheng, Jinfei
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5057-5093
Persistent link: https://www.econbiz.de/10013400154
Saved in:
2
The summary informativeness of stock trades : an econometric analysis
Hasbrouck, Joel
- In:
The review of financial studies
4
(
1991
)
3
,
pp. 571-595
Persistent link: https://www.econbiz.de/10001329862
Saved in:
3
Competitive entry and endogenous risk in the foreign exchange market
Hau, Harald
- In:
The review of financial studies
11
(
1998
)
4
,
pp. 757-787
Persistent link: https://www.econbiz.de/10001355078
Saved in:
4
Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
Saved in:
5
Estimation of the bid-ask spread and its components : a new approach
George, Thomas J.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
Saved in:
6
Asymmetric predictability of conditional variances
Conrad, Jennifer S.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
Saved in:
7
The box spread arbitrage conditions :
theory
, tests, and investment strategies
Ronn, Aimee G.
- In:
The review of financial studies
2
(
1989
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001088711
Saved in:
8
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
- In:
The review of financial studies
1
(
1988
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
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9
A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
Saved in:
10
Auctions of divisible goods : on the rationale for the treasury experiment
Back, Kerry E.
- In:
The review of financial studies
6
(
1993
)
4
,
pp. 733-764
Persistent link: https://www.econbiz.de/10001159895
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