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121
On intraday risk premia
Spiegel, Matthew
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 319-339
Persistent link: https://www.econbiz.de/10001178304
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122
Investment analysis and price formation in securities markets
Brennan, Michael J.
- In:
Journal of financial economics
38
(
1995
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10001180865
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123
The determinants of average trade size
Brennan, Michael J.
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001233463
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124
Market making, the tick size, and payment-for-order flow : theory and evidence
Chordia, Tarun
- In:
The journal of business : B
68
(
1995
)
4
,
pp. 543-575
Persistent link: https://www.econbiz.de/10001190518
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125
Market microstructure and asset pricing : on the compensation for illiquidity in stock returns
Brennan, Michael J.
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10001200400
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126
Informed speculation and hedging in a noncompetitive securities market
Spiegel, Matthew
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 307-329
Persistent link: https://www.econbiz.de/10001123792
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127
Long-lived private information and imperfect competition
Holden, Craig W.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 247-270
Persistent link: https://www.econbiz.de/10001124507
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128
Risk aversion, imperfect competition, and long-lived information
Holden, Craig W.
- In:
Economics letters
44
(
1994
)
1
,
pp. 181-190
Persistent link: https://www.econbiz.de/10001163997
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129
Liquidity effects of the introduction of the S&P 500 index futures contract on the underlying stocks
Jegadeesh, Narasimhan
- In:
The journal of business : B
66
(
1993
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001144670
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130
Futures versus share contracting as means of diversifying output risk
Hirshleifer, David
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
418
,
pp. 620-638
Persistent link: https://www.econbiz.de/10001145950
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