The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances

Journal of Banking and Finance

Volumn 20, Issue 2, 1996, Pages 247-266

  Gosnell, Thomas F ^a   Keown, Arthur J ^b   Pinkerton, John M ^b  

^a OKLAHOMA STATE UNIVERSITY   (United States)

^b PAMPLIN COLLEGE OF BUSINESS   (United States)

Author keywords

Bid ask spread; Dividend changes; Information content; Intraday stock reaction; Market efficiency

Indexed keywords

EID: 0030101677     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(94)00106-5     Document Type: Article

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