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Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze, , and . Journal of Financial Economics, 77 (1): 171--218 (July 2005)Multi-period information markets. Journal of Economic Dynamics and Control, 21 (7): 1229--1258 (Jun 15, 1997)Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?, and . Journal of Financial Economics, 69 (2): 325--353 (August 2003)On aggregation of information in competitive markets: The dynamic case. Journal of Economic Dynamics and Control, 21 (7): 1199--1227 (Jun 15, 1997)Do hedge funds deliver alpha?: A Bayesian and bootstrap analysis, , and . Journal of Financial Economics, 84 (1): 229--264 (April 2007)Liquidity and stock returns: An alternative test, , and . Journal of Financial Markets, 1 (2): 203-219 (1998)