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Market Structure, Security Prices, And Informational Efficiency

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  • HUANG, JENNIFER
  • WANG, JIANG

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  • Huang, Jennifer & Wang, Jiang, 1997. "Market Structure, Security Prices, And Informational Efficiency," Macroeconomic Dynamics, Cambridge University Press, vol. 1(01), pages 169-205, January.
  • Handle: RePEc:cup:macdyn:v:1:y:1997:i:01:p:169-205_00
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    Cited by:

    1. Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2004. "Asset Prices and Trading Volume under Fixed Transactions Costs," Journal of Political Economy, University of Chicago Press, vol. 112(5), pages 1054-1090, October.
    2. Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012. "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 589-608.
    3. Bhamra, Harjoat Singh & Uppal, Raman, 2006. "The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns," CEPR Discussion Papers 5726, C.E.P.R. Discussion Papers.
    4. Harrison Hong & Jiang Wang, 2000. "Trading and Returns under Periodic Market Closures," Journal of Finance, American Finance Association, vol. 55(1), pages 297-354, February.

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