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The returns generation process, returns variance, and the effect of thinness in securities markets
Cohen, Kalman J. (contributor) - In: The journal of finance : the journal of the American … 33 (1978) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10003515085
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Limit orders, market structure, and the returns generation process
Cohen, Kalman J.; Maier, Steven F. - In: The journal of finance : the journal of the American … 33 (1978) 3, pp. 723-736
Persistent link: https://www.econbiz.de/10002005610
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The microstructure of securites markets
Cohen, Kalman J. (contributor) - 1986
Persistent link: https://www.econbiz.de/10013474682