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| | SSRN-References Cited 'Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market' by Robert ... (Site not responding. Last check: 2007-10-14) |
 | | Copeland, Thomas and Dan Galai, 1983, Information effects on the bid ask spread, Journal of Finance 38, 1457-1469. |
 | | Easley, David and Maureen OHara, 1987, Price, trade size, and information in securities markets, Journal of Financial Economics 19, 69-90. |
 | | OHara, Maureen and George Oldfield, 1986, The microeconomics of market making, Journal of Financial and Quantitative Analysis 21, 361-376. |
| papers.ssrn.com /sol3/RefUsedIn.cfm?abid=58278 (622 words) |
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