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IS THE ELECTRONIC OPEN LIMIT ORDER BOOK INEVITABLE
Authors: GLOSTEN LR
Citation: Lr. Glosten, IS THE ELECTRONIC OPEN LIMIT ORDER BOOK INEVITABLE, The Journal of finance, 49(4), 1994, pp. 1127-1161
ON THE RELATION BETWEEN THE EXPECTED VALUE AND THE VOLATILITY OF THE NOMINAL EXCESS RETURN ON STOCKS
Authors: GLOSTEN LR JAGANNATHAN R RUNKLE DE
Citation: Lr. Glosten et al., ON THE RELATION BETWEEN THE EXPECTED VALUE AND THE VOLATILITY OF THE NOMINAL EXCESS RETURN ON STOCKS, The Journal of finance, 48(5), 1993, pp. 1779-1801
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