1. Estimates of nonlinearity in the response of stock prices to order imbalances;Algert,1992
2. Dealership market: Market making with inventory;Amihud;J. Financ. Econom.,1980
3. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econom.,1986
4. Trading mechanisms and stock returns;Amihud;J. Finance,1987
5. Volatility, efficiency and trading: Evidence from the Japanese stock market;Amihud;J. Finance,1991