Implications of microstructure theory for empirical research in stock price behavior
This paper examines the implications of microstructure theory for empirical research on stock price behavior
|Date of creation:||1980|
|Date of revision:|
|Publication status:||Published in Journal of Finance May 1980.35(1980): pp. 249-257|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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- Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.
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