IMPLICATIONS OF MICROSTRUCTURE THEORY FOR EMPIRICAL-RESEARCH ON STOCK-PRICE BEHAVIOR

被引：59

作者：

COHEN, KJ

HAWAWINI, GA

MAIER, SF

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010

[2] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

[3] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903

来源：

JOURNAL OF FINANCE | 1980年 / 35卷 / 02期

关键词：

D O I：

10.2307/2327381

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：249 / 257

页数：9

共 30 条

[1]

ALTMAN E, 1974, J FINANCE, V29

[2]

AMIHUD Y, J FINANCIAL EC MAR

[3]

COHEN K, 1979, ESTIMATING ADJUSTING

[4]

COHEN K, 1979, FRICTION TRADING PRO

[5] RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND EFFECT OF THINNESS IN SECURITIES MARKETS [J].

COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

JOURNAL OF FINANCE, 1978, 33 (01) :149-167

[6] LIMIT ORDERS, MARKET STRUCTURE, AND RETURNS GENERATION PROCESS [J].

COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

JOURNAL OF FINANCE, 1978, 33 (03) :723-736

[7]

COHEN KJ, 1979, TIMS STUDIES MANAGEM, V11, P151

[8]

COHEN KJ, 1979, T COSTS ORDER PLACEM

[9] MODEL OF ASSET TRADING UNDER ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL [J].

COPELAND, TE .

JOURNAL OF FINANCE, 1976, 31 (04) :1149-1168

[10] COST OF TRANSACTING [J].

DEMSETZ, H .

QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (01) :33-53

← 1 2 3 →