| Estimating the components of the bid/ask spread LR Glosten, LE Harris Journal of financial Economics 21 (1), 123-142, 1988 | 2484 | 1988 |
| Trading and exchanges: Market microstructure for practitioners L Harris Oxford University Press, USA, 2003 | 1722 | 2003 |
| Price and volume effects associated with changes in the S&P 500 list: New evidence for the existence of price pressures L Harris, E Gurel the Journal of Finance 41 (4), 815-829, 1986 | 1699 | 1986 |
| A transaction data study of weekly and intradaily patterns in stock returns L Harris Journal of financial economics 16 (1), 99-117, 1986 | 1303 | 1986 |
| Corporate bond market transaction costs and transparency AK Edwards, LE Harris, MS Piwowar The Journal of Finance 62 (3), 1421-1451, 2007 | 1014 | 2007 |
| Minimum price variations, discrete bid–ask spreads, and quotation sizes LE Harris The Review of Financial Studies 7 (1), 149-178, 1994 | 856 | 1994 |
| Stock price clustering and discreteness L Harris The Review of Financial Studies 4 (3), 389-415, 1991 | 822 | 1991 |
| Market vs. limit orders: the SuperDOT evidence on order submission strategy L Harris, J Hasbrouck Journal of Financial and Quantitative analysis 31 (2), 213-231, 1996 | 552 | 1996 |
| Transaction data tests of the mixture of distributions hypothesis L Harris Journal of financial and Quantitative Analysis 22 (2), 127-141, 1987 | 548 | 1987 |
| S&P 500 cash stock price volatilities L Harris The Journal of Finance 44 (5), 1155-1175, 1989 | 515 | 1989 |
| Cross-security tests of the mixture of distributions hypothesis L Harris Journal of financial and Quantitative Analysis 21 (1), 39-46, 1986 | 503 | 1986 |
| Liquidity, trading rules and electronic trading systems L Harris Southern California-School of Business Administration Papers, 1990 | 436 | 1990 |
| Secondary trading costs in the municipal bond market LE Harris, MS Piwowar The Journal of Finance 61 (3), 1361-1397, 2006 | 401 | 2006 |
| Optimal dynamic order submission strategies in some stylized trading problems L Harris Financial Markets, Institutions & Instruments 7 (2), 1-76, 1998 | 366 | 1998 |
| The October 1987 S&P 500 stock‐futures basis L Harris The Journal of Finance 44 (1), 77-99, 1989 | 333 | 1989 |
| A day-end transaction price anomaly L Harris Journal of Financial and Quantitative analysis 24 (1), 29-45, 1989 | 320 | 1989 |
| The information content of the limit order book: evidence from NYSE specialist trading decisions LE Harris, V Panchapagesan Journal of Financial Markets 8 (1), 25-67, 2005 | 280 | 2005 |
| Does a large minimum price variation encourage order exposure? L Harris New York Stock Exchange 96 (5), 1996 | 278 | 1996 |
| Statistical properties of the Roll serial covariance bid/ask spread estimator L Harris The Journal of Finance 45 (2), 579-590, 1990 | 278 | 1990 |
| Equity Trading in the 21st Century JJ Angel, LE Harris, CS Spatt The Quarterly Journal of Finance 1 (01), 1-53, 2011 | 273 | 2011 |
Lawrence R. GlostenProfessor of Finance and Economics, Columbia Business School在 columbia.edu 的电子邮件经过验证
