Citation: . Harris, Lawrence, Cross-security tests of the mixture of distributions hypothesis, Journal of financial and quantitative analysis , 21(1), 1986, pp. 39-46
Citation: . Harris, Lawrence, Transaction data tests of the mixture of distributions hypothesis, Journal of financial and quantitative analysis , 22(2), 1987, pp. 127-141
Citation: . Harris, Lawrence, Estimation of stock price variances and serial covariances from discrete observations, Journal of financial and quantitative analysis , 25(3), 1990, pp. 291-306