Why do security prices change? : A transaction-level analysis of NYSE stocks
Year of publication: |
1997
|
---|---|
Authors: | Madhavan, Ananth Narayan |
Other Persons: | Richardson, Matthew (contributor) ; Roomans, Mark (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 4, p. 1035-1064
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Volatilität | Volatility | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | Theorie | Theory | USA | United States | 1990 |
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