The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks

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Modeling the bid/ask spread: measuring the inventory-holding premium ☆ (2004, background): “It is not meant to provide a comprehensive review of cross-sectional investigations of spreads in the stock market that address a variety of interesting policy issues including market structure (e.g., Bessembinder and Kaufman, 1997; Ellis et al., 2002), tick size (e.”
Does the Scope of the Sell-Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports: Does the Scope of the Sell-Side Analyst Industry Matter? (2017, unknown): “…factors related to entry in the financial services industry and contributes to a number of studies examining entry across other industries (e.g., Ellis et al. (2002); Barrot (2013)) We also conduct additional analyses to explore the effect of investment banking activities on the total number of…”
Conference Calls and Information Asymmetry (2004, methodology): “Following the recommendation in Ellis et al. (2002), we do not adjust quote times for Nasdaq and AMEX trades.”