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On the volatitlity of bond prices

Gibbons, Michael R. - In: Carnegie Rochester conference series on public policy : … (1989), pp. 139-176

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Testing financial market equilibrium under asymmetric information : a comment

Nöldeke, Georg - 1994

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How rational is the market? : testing alternative hypotheses on financial market equilibrium

Lang, Larry H. P.; Litzenberger, Robert H.; Madrigal, … - 1990

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The impact of automation and high frequency trading on market quality

Litzenberger, Robert H.; Castura, Jeff; Gorelick, Richard - In: Annual review of financial economics 4 (2012), pp. 59-98

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Private information, trading volume, and stock-return variances

Barclay, Michael J. - In: The review of financial studies 3 (1990) 2, pp. 233-253

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Testing financial market equilibrium under asymmetric information

Lang, Larry H. P.; Litzenberger, Robert H.; Madrigal, … - In: Journal of political economy 100 (1992) 2, pp. 317-348

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A utility-based model of common stock price movements

Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 67-92

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Announcement effects of new equity issues and the use of intraday price data

Barclay, Michael J. - In: Journal of financial economics 1 (1988), pp. 71-99

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The Impacts of Automation and High Frequency Trading on Market Quality

Litzenberger, Robert H. - 2015

In recent decades, US equity markets have changed from predominantly manual markets with limited competition to highly automated and competitive markets. These changes occurred earlier for NASDAQ stocks (primarily between 1994 and 2004) and later for NYSE-listed stocks (mostly following Reg NMS...

Persistent link: https://www.econbiz.de/10013036315