1. The only game in twon;Bagehot,;Financial Analysts Journal,1971
2. The effect of block transactions on share prices in a pure auction market;Ball,,1983
3. Announcement effects of new equity issues and the use of intraday price data;Barclay,1986
4. Bid-asked spreads on the AMEX and the big board;Branch,;Journal of Finance,1977
5. Information effects and the bid-ask spread;Copeland,;Journal of Finance,1983