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Mark-up pricing in mergers and acquisitions. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Effects of model specification on tests for unit roots in macroeconomic data. Journal of Monetary Economics, 20 (1): 73--103 (July 1987)Symposium on market microstructure: Focus on Nasdaq. Journal of Financial Economics, 45 (1): 3--8 (July 1997)Alternative models for conditional stock volatility, and . Journal of Econometrics, 45 (1-2): 267--290 (00 1990)Testing for covariance stationarity in stock market data, and . Economics Letters, 33 (2): 165--170 (June 1990)Poison or placebo?, and . Working paper National Bureau of Economic Research, Cambridge, Mass., (1993)The journal of financial economics: A retrospective evaluation (1974-1991). Journal of Financial Economics, 33 (3): 369--424 (June 1993)Size and stock returns, and other empirical regularities. Journal of Financial Economics, 12 (1): 3--12 (June 1983)Human capital and capital market equilibrium, and . Journal of Financial Economics, 4 (1): 95--125 (January 1977)Expected stock returns and volatility, , and . Journal of Financial Economics, 19 (1): 3--29 (September 1987)