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Journal of Multinational Financial Management
Volumn 9, Issue 2, 1999, Pages 95-127
Day end returns - Stock price manipulation
Author keywords

Closing price; Manipulation; Stock market returns
Indexed keywords

EID: 0033093051     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00052-8     Document Type: Article
Times cited : (52)
References (15)
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  • 3
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    • Cheung, Y.1
  • 6
    • 0003104455 scopus 로고
    • A methodology for measuring transactions costs
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    • Collins, B.1    Fabozzi, F.2
  • 7
    • 84974273909 scopus 로고
    • A day-end transaction price anomaly
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    • (1989) J. Financ. Q. Anal. , vol.24 , pp. 29-45
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  • 9
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    • Regulations on the trading of shares
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    • (1994) Regulations on the Trading of Debt Instruments
  • 10
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    • (1997) J. Bus. , vol.70 , pp. 217-247
    • Kose, J.1    Narayanan, R.2
  • 13
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    • Program trading and expiration-day effects
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    • (1987) Financ. Anal. J. , vol.43 , Issue.2 , pp. 16-28
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  • 14
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    • Expiration-day effects: What has changed?
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  • 15
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    • An investigation of transactions data for NYSE stocks
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    • Wood, R.1    McInish, T.2    Ord, J.3

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.