A market microstructure explanation for predictable variations in stock returns following large price changes
Year of publication: |
1995
|
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Authors: | Park, Jinwoo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 2, p. 241-256
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Market microstructure | Stichprobenerhebung | Sampling | Börsenkurs | Share price | USA | United States | 1984-1987 |
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