Adverse Selection and Liquidity
The Market Impact Puzzle
Microstructure Invariance in U.S. Stock Market Trades
Dimensional Analysis, Leverage Neutrality, and Market Microstructure Invariance
Trading Liquidity and Funding Liquidityin Fixed Income Markets: Implications of Market Microstructure Invariance
Market Microstructure Invariance
Toward a Fully Continuous Exchange
Contagion as a Wealth Effect of Financial Intermediaries
Smart Money, Noise Trading and Stock Price Behavior
Comments on Recent Developments and Proposals Concerning Dealing Practices in the UK Equity Market
Flow Trading
Market Microstructure Invariance
Dimensional Analysis and Market Microstructure Invariance
Smooth Trading with Overconfidence and Market Power
Large Bets and Stock Market Crashes
Trust, Envy, and the Political Economy of Industrial Development
Appendices and tables for: Smart money, noise trading and stock price behavior
Intraday Trading Invariancein the E-mini S&P 500 Futures Market
On the Use of Trade Restrictions for Entry Promotion and Deterrence
A Model of Portfolio Delegation and Strategic Trading