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Nonparametric Statistics for the Behavioral Sciences

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Continuous Auctions and Insider Trading

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Estimation and Inference in Econometrics.

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Measuring the Information Content of Stock Trades

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

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Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

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Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

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Is There Private Information in the FX Market? The Tokyo Experiment

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Market Microstructure and Stock Return Predictions

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Sunshine Trading and Financial Market Equilibrium

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Expandable limit order markets

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Two months in the life of several gilt-edged market makers on the London Stock Exchange

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Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

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Reputation and Dealers' Trading. A Microstructure Analysis of the Treasury Bond Market

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Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities

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Deleted Work

1955 • 0 citations