SSRN Electronic Journal · 2011 · 256 citations · 54 references
Social SciencesBusiness EconomicsEconomicsFinancial EconomicsFinancial MarketsMicroeconomicsAdverse SelectionAsymmetric InformationInformation AsymmetryInformation Asymmetry In MarketsInformation EconomicsMarket MicrostructureBid-ask DynamicsBid-ask Spread AnalysisBid-ask Spread EffectsBid-ask Spread ReactionEquilibriumNegative SelectionOrderly MarketsPublic Information Exchange
54
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16