Journal of Financial Economics · 2001 · 726 citations · 38 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMicroeconomicsCapital MarketsMarket MicrostructurePrice DiscoveryStock MarketsTrading MechanismsTrading StrategiesPrice Discovery Across MarketsSynchronization Of Trades
38
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
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations
Business, Data Science, Data Mining +11
Price, trade size, and information in securities markets
David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations
Measuring the Information Content of Stock Trades
Joel Hasbrouck · The Journal of Finance · 1991 · 1.9K citations
Social Sciences, Economics, Finance +14