Author:
Aitken Michael,Frino Alex
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. How brokers facilitate trade for long-term clients in competitive securities markets;Aitken;Journal of Business,1995
2. Market microstructure effects on the measurement of the impact of block trades;Choe,1991
3. Institutional trades and intraday stock price behaviour;Chan;Journal of Financial Economics,1993
4. Trades, quotes, inventories, and information;Hasbrouck;Journal of Financial Economics,1988
5. Order arrival, quote behaviour, and the return-generating process;Hasbrouck;Journal of Finance,1987
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