| Illiquidity and stock returns: cross-section and time-series effects | 2002/01/01 | English | 1,325 |
| Market liquidity as a sentiment indicator | 2004/06/01 | English | 756 |
| Low-latency trading | 2013/11/01 | English | 474 |
| High frequency trading and the new market makers | 2013/11/01 | English | 396 |
| Optimal trading strategy and supply/demand dynamics | 2013/02/01 | English | 363 |
| Systematic noise | 2009/11/01 | English | 296 |
| Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers | 2016/01/01 | English | 280 |
| Market microstructure: A survey of microfoundations, empirical results, and policy implications | 2005/05/01 | English | 262 |
| The diversity of high-frequency traders | 2013/11/01 | English | 253 |
| A simple approximation of intraday spreads using daily data | 2014/01/01 | English | 236 |
| Very fast money: High-frequency trading on the NASDAQ | 2013/11/01 | English | 214 |
| Optimal control of execution costs | 1998/04/01 | English | 207 |
| Automation, speed, and stock market quality: The NYSE's Hybrid | 2011/11/01 | English | 190 |
| A structural analysis of price discovery measures | 2010/02/01 | English | 177 |
| What happened to the quants in August 2007? Evidence from factors and transactions data | 2011/02/01 | English | 177 |
| Ownership level, ownership concentration and liquidity | 2007/08/01 | English | 176 |
| Technology and liquidity provision: The blurring of traditional definitions | 2009/05/01 | English | 173 |
| Do individual investors learn from their trading experience? | 2009/05/01 | English | 170 |
| Value of analyst recommendations: International evidence | 2006/08/01 | English | 168 |
| The information content of option-implied volatility for credit default swap valuation | 2010/08/01 | English | 167 |
| Measuring the resiliency of an electronic limit order book | 2007/02/01 | English | 160 |
| Market microstructure: A survey | 2000/08/01 | English | 157 |
| Liquidity and stock returns: An alternative test | 1998/08/01 | English | 157 |
| Liquidity and capital structure | 2009/11/01 | English | 152 |
| Should securities markets be transparent? | 2005/08/01 | English | 151 |
| Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders | 2005/08/01 | English | 144 |
| Which past returns affect trading volume? | 2009/02/01 | English | 143 |
| Order flow composition and trading costs in a dynamic limit order market | 1999/05/01 | English | 134 |
| Credit ratings and the cross-section of stock returns | 2009/08/01 | English | 129 |
| Latency, liquidity and price discovery | 2012/11/01 | English | 128 |