Continuous Versus Intermittent Trading on Auction Markets

The Cost of Transacting

1968 • 1,909 citations

Filter Rules and Stock-Market Trading

1966 • 846 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

The Economics of Liquidity Services

1972 • 440 citations

An autoregressive jump process for common stock returns

1977 • 81 citations

Dealer Inventory Behavior: An Empirical Investigation of Nasdaq Stocks

1976 • 69 citations

Performance Evaluation of New York Stock Exchange Specialists

1974 • 64 citations

Competition, Scale Economies, and Transaction Cost in the Stock Market

1976 • 64 citations

On the independence of transactions on the New York Stock exchange

1977 • 48 citations

Thinness in Capital Markets: The Case of the Tel Aviv Stock Exchange

1975 • 39 citations

Risk, Volume and Spread

1978 • 17 citations

Determinants of commission rates for bank trust stock transactions

1978 • 1 citations