Building Blocks: An Introduction to Block Trading Burdett, Kenneth, O'Hara, Maureen. Journal of Banking & Finance. Amsterdam: Jun 1987. Vol. 11, Iss. 2; p. 193 (20 pages)

Liquidity And Market Structure: Discussion Grossman, Sanford J., Miller, Merton H., Whitcomb, David K.. The Journal of Finance. Cambridge: Jul 1988. Vol. 43, Iss. 3; p. 617 (21 pages Multimarket Trading and Market Liquidity Bhagwan Chowdhry, Vikram Nanda. The Review of Financial Studies (1986-1998). New York: Fall 1991. Vol. 4, Iss. 3; p. 483 (29 pages)

Trading Volume And Asset Liquidity Pagano, Marco. The Quarterly Journal of Economics. Cambridge: May 1989. Vol. 104, Iss. 2; p. 255 (20 pages)

Information Effects on the Bid-Ask Spread Copeland, Thomas E., Galai, Dan. The Journal of Finance. Cambridge: Dec 1983. Vol. 38, Iss. 5; p. 1457 (13 pages)

Order Form and Information in Securities Markets Easley, David, O'Hara, Maureen. The Journal of Finance. Cambridge: Jul 1991. Vol. 46, Iss. 3; p. 905 (23 pages)

Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders Glosten, Lawrence R., Milgrom, Paul R.. Journal of Financial Economics. Amsterdam: Mar 1985. Vol. 14, Iss. 1; p. 71 (30 pages)

The Dynamics of Dealer Markets Under Competition Ho, Thomas S. Y., Stoll, Hans R.. The Journal of Finance. Cambridge: Sep 1983. Vol. 38, Iss. 4; p. 1053 (22 pages)

Trading Mechanisms in Securities Markets Madhavan, Ananth. The Journal of Finance. Cambridge: Jun 1992. Vol. 47, Iss. 2; p. 607 (35 pages)

Dealership Market: Market-Making with Inventory Amihud, Yakov, Mendelson, Haim. Journal of Financial Economics. Amsterdam: Mar 1980. Vol. 8, Iss. 1; p. 31

Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread Cohen, Kalman J., Maier, Steven F., Schwartz, Robert A., Whitcomb, David K.. The Journal of Political Economy. Chicag April 1981. Vol. 89, Iss. 2; p. 287 (19 pages)

Optimal Dealer Pricing Under Transactions and Return Uncertainty Ho, Thomas, Stoll, Hans R.. Journal of Financial Economics. Amsterdam: Mar 1981. Vol. 9, Iss. 1; p. 47 (27 pages)

The Microeconomics of Market Making O'Hara, Maureen, Oldfield, George S.. Journal of Financial and Quantitative Analysis. Seattle: Dec 1986. Vol. 21, Iss. 4; p. 361 (16 pages)

Order Form and Information in Securities Markets Easley, David, O'Hara, Maureen. The Journal of Finance. Cambridge: Jul 1991. Vol. 46, Iss. 3; p. 905 (23 pages)

The Supply of Dealer Services in Securities Markets Stoll, Hans R.. The Journal of Finance. Cambridge: Sept. 1978. Vol. 33, Iss. 4; p. 1133

Long-Lived Private Information and Imperfect Competition Holden, Craig W., Subrahmanyam, Avanidhar. The Journal of Finance. Cambridge: Mar 1992. Vol. 47, Iss. 1; p. 247 (24 pages)

CONTINUOUS AUCTIONS AND INSIDER TRADING ALBERT S KYLE. Econometrica (pre-1986). Evanston: Nov 1985. Vol. 53, Iss. 6; p. 1315 (21 pages)

Informed Speculation with Imperfect Competition Kyle, Albert S. The Review of Economic Studies. Oxford: Jul 1989. Vol. 56, Iss. 187; p. 317

Risk Aversion, Market Liquidity, and Price Efficiency Avanidhar Subrahmanyam. The Review of Financial Studies (1986-1998). New York: Fall 1991. Vol. 4, Iss. 3; p. 417 (25 pages)

Divide and Conquer: A Theory of Intraday and Day-of-theWeek Mean Effects Anat R Admati, Paul Pfleiderer. The Review of Financial Studies (1986-1998). New York: Summer 1989. Vol. 2, Iss. 2; p. 189 (35 pages)

A Theory of Intraday Patterns: Volume and Price Variability Anat R Admati, Paul Pfleiderer. The Review of Financial Studies (1986-1998). New York: Spring 1988. Vol. 1, Iss. 1; p. 3 (38 pages)

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets F Douglas Foster, S Viswanathan. The Review of Financial Studies (1986-1998). New York: Winter 1990. Vol. 3, Iss. 4; p. 593 (32 pages)

Informed Speculation and Hedging in a Noncompetitive Securities Market Matthew Spiegel, Avanidhar Subrahmanyam. The Review of Financial Studies (1986-1998). New York: Summer 1992. Vol. 5, Iss. 2; p. 307 (23 pages)

Market statistics and technical analysis: The role of volume Blume, Lawrence, Easley, David, O Hara, Maureen. The Journal of Finance. Cambridge: Mar 1994. Vol. 49, Iss. 1; p. 153 (29 pages)

On Technical Analysis David P Brown, Robert H Jennings. The Review of Financial Studies (1986-1998). New York: Winter 1989. Vol. 2, Iss. 4; p. 527 (25 pages)

Constraints on Short-Selling and Asset Price Adjustment to Private Information Diamond, Douglas W., Verrecchia, Robert E.. Journal of Financial Economics. Amsterdam: Jun 1987. Vol. 18, Iss. 2; p. 277 (35 pages)

Time and the Process of Security Price Adjustment Easley, David, O'Hara, Maureen. The Journal of Finance. Cambridge: Jun 1992. Vol. 47, Iss. 2; p. 577 (29 pages)

Trade and the Revelation of Information through Prices and Direct Disclosure Bruce D Grundy, Maureen McNichols. The Review of Financial Studies (1986-1998). New York: Winter 1989. Vol. 2, Iss. 4; p. 495 (32 pages)

A model of competitive stock trading volume Wang, Jiang. The Journal of Political Economy. Chicag Feb 1994. Vol. 102, Iss. 1; p. 127 (42 pages)

A model of investor sentiment Barberis, Nicholas, Schleifer, Andrei, Vishny, Robert. Journal of Financial Economics. Amsterdam: Sep 1998. Vol. 49, Iss. 3; p. 307 (37 pages)

Positive Feedback Investment Strategies and Destabilizing Rational Speculation De Long, J. Bradford, Shleifer, Andrei, Summers, Lawrence H., Waldmann, Robert J.. The Journal of Finance. Cambridge: Jun 1990. Vol. 45, Iss. 2; p. 379 (17 pages)

Equilibrium Short Horizons Of Investors And Firms Shleifer, Andrei, Vishny, Robert W.. The American Economic Review. Nashville: May 1990. Vol. 80, Iss. 2; p. 148 (6 pages)

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