Concepedia
Journal of Financial Markets · 2002 · 214 citations · 29 references
EconomicsFinancial EconomicsDynamic PricingPricing PolicyMarket MechanismPrice FormationBusinessEconomic AnalysisMarket PowerMarket DesignFinanceQuote Setting
29
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.7K citations
Large Sample Properties, Engineering, Estimation Statistic +4
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.3K citations
Market Microstructure, Economics, Financial Economics +9
Investor Psychology and Security Market Under‐ and Overreactions
Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text
Empirical Finance, Well‐known Psychological Biases, Securities Market +20
Price, trade size, and information in securities markets
David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations
Market Microstructure, Financial Economics, Asset Pricing +6
Volume, Volatility, Price, and Profit When All Traders Are Above Average
Terrance Odean · The Journal of Finance · 1998 · 1.8K citations
Volatility Modeling, Behavioral Decision Making, Above Average +19