LIMIT ORDERS, MARKET STRUCTURE, AND THE RETURNS GENERATION PROCESS

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

Market microstructure

1976 • 533 citations

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

1976 • 530 citations

Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread

1981 • 394 citations

Market Making and Reversal on the Stock Exchange

1966 • 360 citations

THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS

1978 • 80 citations

The impact of designated market makers on security prices

1977 • 19 citations