Emerging Markets Review · 2016 · 52 citations · 76 references
AgricultureBusiness EconomicsEconomicsCommodity MarketsDerivativesFinancial EconomicsCommodity Price DynamicsCommodity Price RiskFutures MarketsSeasonal PricingSeasonality AnalysisSeasonality In Commodity PricesFutures Basis SeasonalityFutures Price VolatilityIntraday TradingPrice Impact EstimationSeasonality In BasisSeasonality In Forward PricesSeasonality In Futures Prices
76
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
Price, trade size, and information in securities markets
David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations
Harold Demsetz · The Quarterly Journal of Economics · 1968 · 1.9K citations