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71
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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72
The components of the bid-ask spread : a general approach
Huang, Roger D.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
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73
Do competing specialists and preferencing dealers affect market quality?
Battalio, Robert H.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 969-993
Persistent link: https://www.econbiz.de/10001229609
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74
Market microstructure and stock return predictions
Huang, Roger D.
- In:
The review of financial studies
7
(
1994
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10001230530
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75
UK and US trading of British cross-listed stocks : an intraday analysis of market integration
Werner, Ingrid M.
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 619-664
Persistent link: https://www.econbiz.de/10001202787
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76
Time-series implications of aggregate dividend behavior
Lee, Bong-soo
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 589-618
Persistent link: https://www.econbiz.de/10001202790
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77
Measuring the pricing error of the arbitrage pricing theory
Geweke, John
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10001202791
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78
The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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79
Life in the pits : competitive market making and inventory control
Manaster, Steven
- In:
The review of financial studies
9
(
1996
)
3
,
pp. 953-975
Persistent link: https://www.econbiz.de/10001209080
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80
The optimal trading and pricing of securities with asymmetric capital gains taxes and transaction costs
Dammon, Robert Mark
- In:
The review of financial studies
9
(
1996
)
3
,
pp. 921-952
Persistent link: https://www.econbiz.de/10001209082
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