Single-stock futures: Evidence from the Indian securities market

One Security, Many Markets: Determining the Contributions to Price Discovery

Joel Hasbrouck · The Journal of Finance · 1995 · 1.6K citations

Business, Economics, Finance +17

Estimation of Common Long-Memory Components in Cointegrated Systems

Jesús Gonzalo, Clive W. J. Granger · Journal of Business and Economic Statistics · 1995 · 1.3K citations

Social Sciences, Economics, Econometrics +7

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

David Easley, Maureen O’Hara, P. S. Srinivas · The Journal of Finance · 1998 · 1.2K citations · Full text

Social Sciences, Economics, Finance +13

Long‐Lived Private Information and Imperfect Competition

Craig W. Holden, Avanidhar Subrahmanyam · The Journal of Finance · 1992 · 837 citations

Social Sciences, Economics, Auction Theory +16

The Behavior of Stock Prices Around Institutional Trades

Louis K.C. Chan, Josef Lakonishok · The Journal of Finance · 1995 · 795 citations

Business, Economics, Finance +16