Insider Trading, Liquidity, and the Role of the Monopolist Specialist

Continuous Auctions and Insider Trading

1985 • 9,651 citations

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

1985 • 6,148 citations

Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information

1976 • 4,707 citations

Price, trade size, and information in securities markets

1987 • 2,249 citations

Estimating the components of the bid/ask spread

1988 • 1,681 citations

The Private and Social Value of Information and the Reward to Inventive Activity

1971 • 1,459 citations

Optimal dealer pricing under transactions and return uncertainty

1981 • 1,424 citations

Optimal Release of Information By Firms

1985 • 1,079 citations

Insider Trading and the Stock Market

1967 • 464 citations

Monopoly, Non-Linear Pricing and Imperfect Information: The Insurance Market

1977 • 399 citations

Product differentiation and performance in insurance markets

1978 • 295 citations

The stock market

1963 • 165 citations

Private Incentives and Public Information

2016 • 124 citations

The Effect of Insider Trading by a Dominant Trader in a Simple Securities Market Model

1985 • 3 citations