Authors: William A. Brock Allan W. Kleidon

Citation: William A. Brock et Allan W. Kleidon, Periodic market closure and trading volume: A model of intraday bids and asks, Journal of economic dynamics & control, 16(3-4), 1992, pp. 451

Authors: Allan W. Kleidon

Citation: Allan W. Kleidon, Arbitrage, Nontrading, and Stale Prices: October 1987, The Journal of business, 65(04), 1992, pp. 483