Munich Personal RePEc Archive

Implications of microstructure theory for empirical research in stock price behavior

Hawawini, Gabriel and Cohen, Kalman and Maier, Steven and Schwartz, Robert and Whitcomb, David (1980): Implications of microstructure theory for empirical research in stock price behavior. Published in: Journal of Finance , Vol. 35, No. May 1980 (1980): pp. 249-257.

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Abstract

This paper examines the implications of microstructure theory for empirical research on stock price behavior

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