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1.
Anatomy of the trading process: Empirical evidence on the behaviour of institutional traders by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1995
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2.
Transactions costs and investment style: an inter exchange analysis of institutional equity trades by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1997
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3.
Trading patterns, bid-ask spreads, and estimated security returns: the case of common stocks at calendar turning points by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1989
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4.
General tests of latent variable model and mean-variance spanning by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1993
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