A market microstructure explanation for predictable variations in stock returns following large price changes
Jinwoo Park
| Year of publication: |
1995
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|---|---|
| Authors: | Park, Jinwoo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 2, p. 241-256
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Market microstructure | Stichprobenerhebung | Sampling | Börsenkurs | Share price | USA | United States | 1984-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001218106