Price, trade size, and information in securities markets

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Using daily stock returns

1985 • 6,463 citations

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

1985 • 6,148 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

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

1978 • 1,374 citations

Investment banking and the capital acquisition process

1986 • 1,024 citations

The Only Game in Town

1971 • 899 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

Information Effects on the Bid-Ask Spread

1983 • 381 citations

The Microeconomics of Market Making

1986 • 370 citations

The Supply of Dealer Services in Securities Markets

1978 • 261 citations

Trading costs for listed options

1980 • 218 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

Rational expectations in microeconomic models: An overview

1982 • 151 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

Building blocks

1987 • 110 citations

Noncooperative approaches to the theory of perfect competition: Presentation

1980 • 64 citations

Market Power in a Securities Market with Endogenous Information

1985 • 58 citations

Randomized preference aggregation: Additivity of power and strategy proofness

1980 • 29 citations

Corporate Earnings

1971 • 4 citations