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Implications of Microstructure Theory for Empirical Research on Stock Price Behavior
Author(s) -
COHEN KALMAN J.,
HAWAWINI GABRIEL A.,
MAIER STEVEN F.,
SCHWARTZ ROBERT A.,
WHITCOMB DAVID K.
Publication year - 1980
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1980.tb02152.x
Subject(s) - empirical research , management , sociology , stock (firearms) , business history , economics , philosophy , history , epistemology , archaeology
This paper examines the implications of microstructure theory for empirical research on stock price behavior