Asset market equilibrium with general tastes, returns, and informational asymmetries Antonio E. Bernardo; Kenneth L. Judd Journal of Financial Markets 2000 3(1), 17-43
The capital asset pricing model and the liquidity effect: A theoretical approach Gady Jacoby; David J. Fowler; Aron Gottesman Journal of Financial Markets 2000 3(1), 69-81
Market liquidity and depth on two different electronic trading systems Jari Käppi; Risto Siivonen Journal of Financial Markets 2000 3(4), 389-402
The trades of NYSE floor brokers George Sofianos; Ingrid M. Werner Journal of Financial Markets 2000 3(2), 139-176
The price impact of trading on the stock exchange of Hong Kong Yue-Cheong Chan Journal of Financial Markets 2000 3(1), 1-16