Short sales, price pressure, and the stock price response to convertible bond calls Ken L. Bechmann Journal of Financial Markets 2004 7(4), 427-451 open access
Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition Christopher G. Lamoureux; Charles R. Schnitzlein Journal of Financial Markets 2004 7(2), 117-143 open access
Impacts of trades in an error-correction model of quote prices Robert F. Engle; Andrew J. Patton Journal of Financial Markets 2004 7(1), 1-25 open access