Building blocks

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

Price, trade size, and information in securities markets

1987 • 2,249 citations

Information Effects on the Bid‐Ask Spread

1983 • 1,852 citations

Information, trade and common knowledge

1982 • 1,739 citations

Optimal dealer pricing under transactions and return uncertainty

1981 • 1,424 citations

Optimal Search for the Best Alternative

1979 • 1,076 citations

The Only Game in Town

1971 • 899 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

The Microeconomics of Market Making

1986 • 370 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

The Securities Markets

2012 • 133 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

The theory of search for several goods

1981 • 52 citations

Institutional Trading and the Changing Stock Market

1971 • 5 citations