Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk

On the identification of variances and adaptive Kalman filtering

1970 • 1,318 citations

Market microstructure

1976 • 533 citations

Estimation Theory with Applications to Communication and Control

1971 • 242 citations

TECHNOLOGY, COMMUNICATION AND THE PERFORMANCE OF FINANCIAL MARKETS: 1840–1975

1978 • 167 citations

Price Dispersion in the Government Securities Market

1976 • 113 citations

Bidding and Auctioning for Procurement and Allocation

1979 • 93 citations

The Importance of Kalman Filtering Methods for Economic Systems

1974 • 91 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

The New York Stock Exchange

2017 • 22 citations

The Acceleration Principle and the Nature of Business Cycles

1968 • 21 citations

Leading world stock exchanges : trading practices and organization

1964 • 1 citations