Author:
Dufour Alfonso,Engle Robert F.
Subject
Economics and Econometrics,Finance,Accounting
Reference47 articles.
1. A theory of intraday trading patterns: Volume and price variability;Admati;Review of Financial Studies,1988
2. Stock price manipulation, market microstructure and asymmetric information;Allen;European Economic Review,1992
3. The only game in town;Bagehot;Financial Analysts Journal,1971
4. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974
5. Public information arrival;Berry;Journal of Finance,1994
Cited by
392 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献