Mark Roomans

J.P. Morgan Investment Management Inc.

522 Fifth Ave., 9th Floor

New York, NY 10036

United States

SCHOLARLY PAPERS

1

DOWNLOADS

417

CITATIONS
Rank 3,260

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Top 3,260

in Total Papers Citations

169

Scholarly Papers (1)

Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks

NYU Working Paper No. FIN-96-034
Number of pages: 43 Posted: 11 Nov 2008
Ananth Madhavan and Mark Roomans
BlackRock, Inc. and J.P. Morgan Investment Management Inc.
Downloads 417 (66,882)
Citation 169

Abstract:

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Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks

Working Paper, University of Pennsylvania
Posted: 25 Sep 1999
BlackRock, Inc., New York University (NYU) - Department of Finance and J.P. Morgan Investment Management Inc.

Abstract:

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