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. ; Keown, Arthur J. ; Pinkerton, John M. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 20.1996, 2, p. 247-266
|
| Publisher: |
Elsevier |