Trading hours, information flow, and international cross-listing

Continuous Auctions and Insider Trading

1985 • 9,651 citations

On the Impossibility of Informationally Efficient Markets

1980 • 4,825 citations

On the impossibility of informationally efficient markets

1980 • 3,972 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Stock return variances

1986 • 1,878 citations

Measuring the Information Content of Stock Trades

1991 • 1,793 citations

Transactions, Volume, and Volatility

1994 • 888 citations

Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models

1993 • 645 citations

The Summary Informativeness of Stock Trades: An Econometric Analysis

1991 • 571 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

International Listings of Stocks: The Case of Canada and the U.S.

1993 • 248 citations

Information, trading, and volatility

1994 • 182 citations

International listings and risk

1993 • 37 citations

Opening prices on the New York Stock Exchange

1981 • 22 citations

Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities

1993 • 3 citations