Dual-capacity trading and the quality of the market

Continuous Auctions and Insider Trading

1985 • 9,651 citations

On the aggregation of information in competitive markets

1980 • 1,192 citations

Informed Speculation with Imperfect Competition

1989 • 956 citations

Market Liquidity, Hedging, and Crashes

1990 • 595 citations

Dual Trading in Futures Markets

1992 • 144 citations

Dealer behaviour and price volatility in asset markets

1989 • 1 citations