AN INVESTIGATION OF TRANSACTIONS DATA FOR NYSE STOCKS

被引:368
作者
WOOD, RA [1 ]
MCINISH, TH [1 ]
ORD, JK [1 ]
机构
[1] UNIV TEXAS,ARLINGTON,TX 76019
关键词
D O I
10.1111/j.1540-6261.1985.tb04996.x
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:723 / 739
页数:17
相关论文
共 9 条
[1]  
Brealey R. A, 1969, INTRO RISK RETURN CO
[2]  
CUNNINGHAM SW, 1973, APPLIED STATISTICS, P315
[3]   RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING [J].
DIMSON, E .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) :197-226
[4]   TOMORROW ON THE NEW-YORK STOCK-EXCHANGE [J].
FAMA, EF .
JOURNAL OF BUSINESS, 1965, 38 (03) :285-299
[5]   SOME NEW STOCK-MARKET INDEXES [J].
FISHER, L .
JOURNAL OF BUSINESS, 1966, 39 (01) :191-&
[6]  
KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11
[7]   SIMPLE GOODNESS-OF-FIT TESTS FOR SYMMETRIC STABLE DISTRIBUTIONS [J].
SANIGA, EM ;
HAYYA, JC .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (02) :276-289
[8]  
Snedecor G.W., 1980, STAT METHODS
[9]  
THEOBOLD M, 1978, ACCOUNTING BUSINESS, V33, P82