Citation: H. Berkman et Vr. Eleswarapu, SHORT-TERM TRADERS AND LIQUIDITY - A TEST USING BOMBAY STOCK-EXCHANGEDATA, Journal of financial economics, 47(3), 1998, pp. 339-355
Citation: H. Berkman et Ow. Steenbeek, THE INFLUENCE OF DAILY PRICE LIMITS ON TRADING IN NIKKEI FUTURES, The journal of futures markets, 18(3), 1998, pp. 265-279
Authors:
SIRGY MJ
GREWAL D
MANGLEBURG TF
PARK J
CHON KS
CLAIBORNE CB
JOHAR JS
BERKMAN H
Citation: Mj. Sirgy et al., ASSESSING THE PREDICTIVE-VALIDITY OF 2 METHODS OF MEASURING SELF-IMAGE CONGRUENCE, Journal of the Academy of Marketing Science, 25(3), 1997, pp. 229-241
Citation: H. Berkman, LARGE OPTION TRADES AND THE DIFFERENCE BETWEEN MARKET MAKERS AND LIMIT ORDERS AS SUPPLIER OF LIQUIDITY, The Journal of finance, 48(3), 1993, pp. 1067-1067