Implications of microstructure theory for empirical research in stock price behavior
| Year of publication: |
1980
|
|---|---|
| Authors: | Hawawini, Gabriel ; Cohen, Kalman ; Maier, Steven ; Schwartz, Robert ; Whitcomb, David |
| Type of publication: | Book / Working Paper |
|---|---|
| Language: | English |
| Notes: | Hawawini, Gabriel and Cohen, Kalman and Maier, Steven and Schwartz, Robert and Whitcomb, David (1980): Implications of microstructure theory for empirical research in stock price behavior. Published in: Journal of Finance , Vol. 35, No. May 1980 (1980): pp. 249-257. |
| Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing |
| Source: | BASE |
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