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Market microstructure and asset pricing : An empirical investigation of NYSE and NASDAQ securities

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Author Info
Reinganum, Marc R.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45N4M6X-8/2/cf3a1134ed27942355250f87d4f81b6f
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 28 (1990)
Issue (Month): 1-2 ()
Pages: 127-147
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Handle: RePEc:eee:jfinec:v:28:y:1990:i:1-2:p:127-147

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Peter C. Reiss & Ingrid M. Werner, 1994. "Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange," NBER Working Papers 4727, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Christophe Morel, 2001. "Stock selection using a multi-factor model - empirical evidence from the French stock market," European Journal of Finance, Taylor and Francis Journals, vol. 7(4), pages 312-334, December. [Downloadable!] (restricted)
  3. Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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