haku: @author Stoll, H. R. / yhteensä: 16
viitteet: 4-13 / 16
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4.
Market microstructure and stock return predictions.
Review of Financial Studies
1994 : SPRING, VOL. 7:1, p. 179-213
 1994 Huang, R. D.
Stoll, H. R.
5.
The dynamics of stock index and stock index futures returns.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 441-467
 1990 Stoll, H. R.
Whaley, R.
6.
Program trading and individual stock returns : ingredients of the triple-witching brew.
Journal of Business
1990 : JAN, VOL. 63:1, p. S165-S192
 1990 Stoll, H. R.
Whaley, R. E.
7.
Inferring the components of the bid-ask spread : theory and empirical tests.
Journal of Finance
1989 : MAR, VOL. 44:1, p. 115-134
 1989 Stoll, H. R.
8.
Program trading and expiration-day effects.
Financial Analysts' Journal
1987 : MAR/APR, VOL. 43:2, p. 16-28
 1987 Stoll, H. R.
Whaley, R. E.
9.
Spot and futures prices and the law of one price.
Journal of Finance
1983 : DEC, VOL. 38:5, p. 1431-1455
 1983 Protopapadakis, A.
Stoll, H. R.
10.
Transaction costs and the small firm effect.
Journal of Financial Economics
1983 : JUN, VOL. 12:1, p. 57-79
 1983 Stoll, H. R.
Whaley, R. E.
11.
The dynamics of dealer markets under competition.
Journal of Finance
1983 : VOL. 38:4, p. 1053-1074
 1983 Ho, T. S. Y.
Stoll, H. R.
12.
Optimal dealer pricing under transactions and return uncertainty.
Journal of Financial Economics
1981 : MAR, VOL. 9:1, p. 47-73
 1981 Ho, T.
Stoll, H. R.
13.
On dealer markets under competition.
Journal of Finance
1980 : MAY, VOL. 35:2, p. 259-268
 1980 Ho, T.
Stoll, H. R.
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