Implications of Microstructure Theory for Empirical Research on Stock Price Behavior

KALMAN J. COHEN, GABRIEL A. HAWAWINI, STEVEN F. MAIER, ROBERT A. SCHWARTZ, DAVID K. WHITCOMB

The Journal of Finance · 1980 · Volume 35 · Issue 2

DOI: 10.1111/j.1540-6261.1980.tb02152.x

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