The Specialist's Discretion: Stopped Orders and Price Improvement

Robust Locally Weighted Regression and Smoothing Scatterplots

1979 • 10,049 citations

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

Robust Locally Weighted Regression and Smoothing Scatterplots

1979 • 2,012 citations

Measuring the Information Content of Stock Trades

1991 • 1,793 citations

Visualizing Data

1993 • 1,658 citations

Dynamic Programming and Stochastic Control

1977 • 1,263 citations

Time and the Process of Security Price Adjustment

1992 • 1,163 citations

Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis

1993 • 1,050 citations

Is the Electronic Open Limit Order Book Inevitable?

1994 • 1,002 citations

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

1996 • 432 citations

Measuring the Information Content of Stock Trades

1991 • 426 citations

Limit Order Trading

1996 • 410 citations

Time and the Process of Security Price Adjustment

1992 • 311 citations

Posted versus effective spreads

1994 • 285 citations

An Integrated Model of Market and Limit Orders

1995 • 230 citations

Is the Electronic Open Limit Order Book Inevitable?

1994 • 209 citations

Estimating the profits from trading strategies

1996 • 150 citations

Adverse Selection and Large Trade Volume: The Implications for Market Efficiency

1992 • 137 citations

Price Experimentation and Security Market Structure

1993 • 130 citations

New York Stock Exchange Systems and Trading Procedures

1996 • 129 citations

Limit Order Trading

1996 • 113 citations

Market Making, Prices, and Quantity Limits

2000 • 64 citations

Liquidity Provision with Limit Orders and a Strategic Specialist

1997 • 55 citations

A Specialist's Quoted Depth and the Limit Order Book

1997 • 31 citations

Who Gets Price Improvement on the NYSE

1994 • 20 citations