Economics of limit orders: Discriminatory limit order books, uniform price clearing and optimality / AV-MATtronic limit order books and market resiliency: theory, evidence, and practice / Notes for a contingent claims theory of limit order markets / The option value of the limit order book / Essays on liquidity of markets: The cross section of daily variation in liquidity / Intraday volatility on NYSE and NASDAQ / The intraday probability of informed trading on the NYSE / Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / Decimalization and market quality / Market rationality: The importance of being conservative: an illustration of natural selection in a futures market / Speculative non-fundamental components in mature stock markets: do they exist and are they related