The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange

A Theory of Intraday Patterns: Volume and Price Variability

Anat R. Admati, Paul Pfleiderer · Review of Financial Studies · 1988 · 3.3K citations

Business, Economics, Finance +8

Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis

Charles M.C. Lee, Belinda Mucklow, Mark J. Ready · Review of Financial Studies · 1993 · 1.1K citations

Business, Accountancy, Accounting +12

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

Hans R. Stoll · The Journal of Finance · 1989 · 949 citations

Business, Accountancy, Business Economics +14

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

Thomas H. McInish, R.J.K. Wood · The Journal of Finance · 1992 · 913 citations

Business, Economics, Finance +17

On Technical Analysis

David P. Brown, Robert H. Jennings · Review of Financial Studies · 1989 · 521 citations

Social Sciences, Economics, Finance +6