The intraday speed of stock price adjustment to major dividend changes : bid-ask bounce and order flow imbalances
Year of publication: |
1996
|
---|---|
Authors: | Gosnell, Thomas F. |
Other Persons: | Keown, Arthur J. (contributor) ; Pinkerton, John M. (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 2, p. 247-266
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Dividende | Dividend | Ankündigungseffekt | Announcement effect | USA | United States | 1985-1989 |
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