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Information, trading, and volatility

, , and . Journal of Financial Economics, 36 (1): 127--154 (August 1994)

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Stock returns and inflation : The role of the monetary sector. Journal of Financial Economics, 18 (2): 253--276 (June 1987)Information, trading, and volatility, , and . Journal of Financial Economics, 36 (1): 127--154 (August 1994)Price reversals : Bid-ask errors or market overreaction?, and . Journal of Financial Economics, 28 (1-2): 67--93 (00 1990)Components of short-horizon individual security returns, , and . Journal of Financial Economics, 29 (2): 365--384 (October 1991)