1 "한국주식시장의 허수주문에 관한 연구" 17 (17): 105 -142, 2004
2 "한국주식시장에서 투명성과 질적 수준과의 관계 호가공개범위 확대를 중심으로 재무연구 Translated in English The Efect of Ex-panding Publicly Available Quote Disclosure on Korean Stock Mar kets Ko-rea Journal of Finance18" 157 157-198 198,
3 "주문 주도시장에서의 단기수익률 예측" 1 (1): 119 -157, 1998
4 "주문 공격성의 비용" 서울대학교 경영대학 경영연구소 36 (36): 61-14, 2002
5 "거래 전 정보공개와 가격발견" 35 (35): 143-190, 2006
6 "ask and tr ansaction prices in a specialist market with heter ogeneously informed traders Journal of Financial Economics14" 71-10, 1985
7 "Who Benefits from an Open Limit-order Bo k? Journal of Business 78" 1267-1306,
8 "University of California at Los Angeles"
9 "The Inform ational Content of an Open Limit Order Book" Pennsylvania State University 2005
10 "The Info rmation Content of the Limit Order Bok: Evidence from NYSE Specialist Trading Decisions" 8 : 25-67, 2005
1 "한국주식시장의 허수주문에 관한 연구" 17 (17): 105 -142, 2004
2 "한국주식시장에서 투명성과 질적 수준과의 관계 호가공개범위 확대를 중심으로 재무연구 Translated in English The Efect of Ex-panding Publicly Available Quote Disclosure on Korean Stock Mar kets Ko-rea Journal of Finance18" 157 157-198 198,
3 "주문 주도시장에서의 단기수익률 예측" 1 (1): 119 -157, 1998
4 "주문 공격성의 비용" 서울대학교 경영대학 경영연구소 36 (36): 61-14, 2002
5 "거래 전 정보공개와 가격발견" 35 (35): 143-190, 2006
6 "ask and tr ansaction prices in a specialist market with heter ogeneously informed traders Journal of Financial Economics14" 71-10, 1985
7 "Who Benefits from an Open Limit-order Bo k? Journal of Business 78" 1267-1306,
8 "University of California at Los Angeles"
9 "The Inform ational Content of an Open Limit Order Book" Pennsylvania State University 2005
10 "The Info rmation Content of the Limit Order Bok: Evidence from NYSE Specialist Trading Decisions" 8 : 25-67, 2005
11 "The Costs and Determinants of Order Aggressiveness" 56 : 65-68, 2000
12 "Should Securities Markets Be Transparent?" 8 : 265-287, 2005
13 "Review of Financial Studies 7" 179-213, 1994
14 "Review of Financial Studies 17" 1043-1071,
15 "Price dynamics in limit order markets" 11 : 789-816, 1998
16 "Order Imbalance and individual stock returns: Theory and evidence" 72 : 485-518, 2004
17 "Market vs. Limit order: the Super DOT Evidence on Order Submission Strategy" 31 : 213-231, 1996
18 "Limit Orders, Depth and Volatil-ity: Evidence from the Stock Exchange of Hong Kong" 56 : 767-788, 2001
19 "Lifting the V eil: An Analysis of Pre-trade Transparency at the NYSE" 60 : 783-815, 2005
20 "Journal of Financial Economics 34" 281-305, 1993
21 "Journal of Finance 38" 1457-1469, 1983
22 "Evidence on the speed of convergence to market efficiency" 76 : 271-292, 2005
23 "Does a Large Minimum Price Variation Encourage Order Exposure?" 1996
24 "Decimilization and Competition among Stock Markets: Evidence from the Toronto Stock Exchange C ross-listed Securities" 1 : 51-87, 1998
25 "An Empirical Inve stigation of the Op-tion Value of the Limit Order Book on the Australian Stock Exch ange" University of Sydney 1997
26 "An Empir ical Analysis of the Limit-order Bok and the Order Flow in the Paris Bourse" 50 : 165-1689, 1995
27 "'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity" 75 : 165-199, 2005