Why Markets Should Not Necessarily Reduce Tick Size

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

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

Market Liquidity and Trading Activity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · The Journal of Finance · 2001 · 1.5K citations

Business, Economics, Finance +13

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Bruno Biais, Pierre Hillion, Chester S. Spatt · The Journal of Finance · 1995 · 1.1K citations

Business, Business Economics, Economics +17

The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States

Stephen R. Foerster, George Andrew Karolyi · The Journal of Finance · 1999 · 1.1K citations

Business, Economics, Finance +15