Journal Article
Stock margins and the condition probability of price reversals
Moser, James T.; Kofman, Paul (2001-07)
Does the cost of trading affect stock prices? Yes, according to the evidence in this article. The authors find that high costs seem to reduce the frequency of price reversals.
Economic Perspectives , Volume 25 , Issue Q III , Pages 2-12

Working Paper
Spreads, information flows and transparency across trading systems
Moser, James T.; Kofman, Paul (1995)
Working Paper Series, Issues in Financial Regulation , Paper 95-1

Working Paper
Stock margins and the conditional probability of price reversals
Moser, James T.; Kofman, Paul (1993)
Working Paper Series, Issues in Financial Regulation , Paper 93-5

Working Paper
Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets
Moser, James T.; Kofman, Paul; Bouwman, Tony (1993)
Working Paper Series, Issues in Financial Regulation , Paper 93-11