search query: @journal_id 1678 / total: 40
references: 28-37 / 40
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28.
A new measure of the direction and timing of information flow between markets
Journal of Financial Markets
1999 : MAY, VOL. 2:2, p. 135-152
 1999 Finucane, T.
29.
Order flow composition and trading costs in a dynamic limit trading market
Journal of Financial Markets
1999 : MAY, VOL. 2:2, p. 99-134
 1999 Foucault, T.
30.
Stock-based incentive contracts and managerial performance: the case of Ralston Purina Company.
Journal of Financial Economics
1999 : FEB, VOL. 51:2, p. 195-217
 1999 Campbell, C. J.
Wasley, C. E.
31.
The alpha factor asset pricing model: A parable
Journal of Financial Markets
1999 : FEB, VOL. 2:1, p. 49-68
 1999 Ferson, W. E.
Sarkissian, S.
Simin, T.
32.
Strategic trading, asymmetric information and heterogeneous prior beliefs.
Journal of Financial Markets
1998 : OCT, VOL. 1:3-4, p. 321-352
 1998 Wang, F. A.
33.
Endogenous market statistics and security pricing: An empirical investigation.
Journal of Financial Markets
1998 : OCT, VOL.1:3-4, p. 285-319
 1998 George, T. J.
Hwang, C-Y.
34.
Floors, dealer markets and limit order markets.
Journal of Financial Markets
1998 : OCT, VOL. 1:3-4, p. 253-284
 1998 Biais, B.
Foucault, T.
Salanié, F.
35.
Liquidity and stock returns: an alternative test
Journal of Financial Markets
1998 : APR, VOL. 1:2, p. 203-219
 1998 Datar, Y.
Naik, N.
Radcliffe, R.
36.
Financial analysis and information-based trade
Journal of Financial Markets
1998 : AUG, VOL. 1:2, p. 175-201
 1998 Easley, D.
O'Hara, M.
Paperman, J.
37.
Endogenous sunspots, pseudo-bubbles, and belief about beliefs
Journal of Financial Markets
1998 : AUG, VOL. 1:2, p. 151-174
 1998 Kraus, A.
Smith, M.
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