Journal of Financial Markets

Order flow composition and trading costs in a dynamic limit order market
pp. 99-134(36)
Author: Foucault T.

A new measure of the direction and timing of information flow between markets
pp. 135-151(17)
Author: Finucane T.J.

Learning from others, reacting, and market quality
pp. 153-178(26)
Authors: Chakrabarti R.; Roll R.

Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note
pp. 179-191(13)
Authors: Levin E.J.; Wright R.E.