Why do security prices change? A transaction-level analysis of NYSE stocks

Review of Financial Studies

Volumn 10, Issue 4, 1997, Pages 1035-1064

  Madhavan, Ananth ^a   Richardson, Matthew ^b   Roomans, Mark ^c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c JP Morgan Investment Management Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031523710     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.4.1035     Document Type: Article

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