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Implications of Microstructure Theory for Empirical Research on Stock Price Behavior

1980; Wiley; Volume: 35; Issue: 2 Linguagem: Inglês

10.1111/j.1540-6261.1980.tb02152.x

1540-6261

Kalman J. Cohen, Gabriel Hawawini, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb,

Complex Systems and Time Series Analysis

The Journal of FinanceVolume 35, Issue 2 p. 249-257 Security Market Microstructure Implications of Microstructure Theory for Empirical Research on Stock Price Behavior KALMAN J. COHEN, KALMAN J. COHENSearch for more papers by this authorGABRIEL A. HAWAWINI, GABRIEL A. HAWAWINISearch for more papers by this authorSTEVEN F. MAIER, STEVEN F. MAIERSearch for more papers by this authorROBERT A. SCHWARTZ, ROBERT A. SCHWARTZSearch for more papers by this authorDAVID K. WHITCOMB, DAVID K. WHITCOMBCohen and Maier are at the Graduate School of Business Administration, Duke University; Hawawini at Baruch College, City University of New York; Schwartz at the Graduate School of Business Administration, New York University; and Whitcomb at the Graduate School of Business Administration, Rutgers University.Search for more papers by this author KALMAN J. COHEN, KALMAN J. COHENSearch for more papers by this authorGABRIEL A. HAWAWINI, GABRIEL A. HAWAWINISearch for more papers by this authorSTEVEN F. MAIER, STEVEN F. MAIERSearch for more papers by this authorROBERT A. SCHWARTZ, ROBERT A. SCHWARTZSearch for more papers by this authorDAVID K. WHITCOMB, DAVID K. WHITCOMBCohen and Maier are at the Graduate School of Business Administration, Duke University; Hawawini at Baruch College, City University of New York; Schwartz at the Graduate School of Business Administration, New York University; and Whitcomb at the Graduate School of Business Administration, Rutgers University.Search for more papers by this author First published: May 1980 https://doi.org/10.1111/j.1540-6261.1980.tb02152.xCitations: 73 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume35, Issue2May 1980Pages 249-257 RelatedInformation