The Theory of Security Pricing and Market Structure
Quote Changes and Order Imbalances
The Myths and Reality of Low-grade Bonds
Soft Dollars and the Brokerage Industry
Displayed and Effective Spreads by Market
The Behavior of Foreign Exchange Markets
The Two Tier Stock Market
Inflation and Capital Markets
The Behavior of Risk and Return
The Assessment of Portfolio Performance
Comparison of Market Model Forecasts with Multiple Factor Model Forecasts
Measurement of Portfolio Performance Under Uncertainty
On the Optimality of Portfolio Insurance
Financial Effects of Capital Tax Reforms
The Pricing of Capital Assets in a Multiperiod World
The Use of "alphas" to Improve Investment Performance
The Valuation of Callable Bonds
Developments in the Theory of Security Pricing and Market Structure
Volatility Patterns of Fixed Income Securities