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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks
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(96,169)
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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.
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(95,084)
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Abstract:
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
Working Paper, University of Pennsylvania
Posted: 25 Sep 1999
Ananth Madhavan
,
Matthew P. Richardson
and Mark Roomans
BlackRock, Inc., Department of Finance, Leonard N. Stern School of Business, New York University and J.P. Morgan Investment Management Inc.
Abstract:
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