Trading ahead of treasury auctions

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

Social Sciences, Economics, Auction Theory +7

Market liquidity and volume around earnings announcements

Oliver Kim, Robert E. Verrecchia · Journal of Accounting and Economics · 1994 · 1.9K citations

Business, Economics, Finance +14

Liquidity and Market Structure

Sanford J. Grossman, Merton H. Miller · The Journal of Finance · 1988 · 1.6K citations

Social Sciences, Business Economics, Economics +14

Presidential Address: Asset Price Dynamics with Slow‐Moving Capital

Darrell Duffie · The Journal of Finance · 2010 · 896 citations

Business, Economics, Finance +12

Pre-announcement and event-period private information

Oliver Kim, Robert E. Verrecchia · Journal of Accounting and Economics · 1997 · 601 citations · Full text

Social Sciences, Business Economics, Economics +12