Journal of Empirical Finance · 1997 · 39 citations · 12 references
Market MicrostructureMarket ManipulationHigh-frequency TradingLimit Order BookBusinessFinnish Stock ExchangeMarket BehaviorHigh-frequency Data ExaminationFinanceHigh-frequency Financial Econometrics
12
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David Easley, Nicholas M. Kiefer, Maureen O’Hara et al. · The Journal of Finance · 1996 · 1.5K citations
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David Easley, Nicholas M. Kiefer, Maureen O’Hara et al. · The Journal of Finance · 1996 · 412 citations