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| | SSRN-References Cited 'The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for ... (Site not responding. Last check: 2007-10-31) |
 | | Davidson, Russell, and James G. MacKinnon, 1981, Several tests for model specification in the presence of multiple alternatives, Econometrica 49, 781-794. |
 | | Easley, David, and Maureen OHara, 1987, Prices, trade size, and information in security markets, Journal of Financial Economics 19, 69-90. |
 | | Easley, David, OHara, Maureen, and P.S. Srinivas, 1998, Option volume and stock prices: Evidence on where informed traders trade, Journal of Finance 53, 431-465. |
| papers.ssrn.com /sol3/RefUsedIn.cfm?abid=363600 (1741 words) |
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