OPENING PRICES ON THE NEW-YORK STOCK-EXCHANGE

被引：9

作者：

GARBADE, KD

SEKARAN, CP

机构：

来源：

JOURNAL OF BANKING & FINANCE | 1981年 / 5卷 / 03期

关键词：

D O I：

10.1016/0378-4266(81)90030-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：345 / 355

页数：11

共 13 条

[1]

Amihud Yakov., 1976, BIDDING AUCTIONING P

[2] ON THE DYNAMIC BEHAVIOR OF PRICES IN DISEQUILIBRIUM [J].

BEJA, A ;

GOLDMAN, MB .

JOURNAL OF FINANCE, 1980, 35 (02) :235-248

[3]

Bernheim A., 1935, SECURITIES MARKETS

[4] NONRANDOM PRICE CHANGES IN ASSOCIATION WITH TRADING IN LARGE BLOCKS - EVIDENCE OF MARKET EFFICIENCY IN BEHAVIOR OF INVESTOR RETURNS [J].

CAREY, KJ .

JOURNAL OF BUSINESS, 1977, 50 (04) :407-414

[5] TRADING RULES, LARGE BLOCKS AND SPEED OF PRICE ADJUSTMENT [J].

DANN, LY ;

MAYERS, D ;

RAAB, RJ .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) :3-22

[6] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J].

ELTON, EJ ;

GRUBER, MJ .

REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) :68-74

[7]

GARBADE K, 1977, J BANK FINANC, V1, P151

[8] STRUCTURAL ORGANIZATION OF SECONDARY MARKETS - CLEARING FREQUENCY, DEALER ACTIVITY AND LIQUIDITY RISK [J].

GARBADE, KD ;

SILBER, WL .

JOURNAL OF FINANCE, 1979, 34 (03) :577-593

[9] MARKET PRICES VS EQUILIBRIUM PRICES - RETURNS VARIANCE, SERIAL-CORRELATION, AND THE ROLE OF THE SPECIALIST [J].

GOLDMAN, MB ;

BEJA, A .

JOURNAL OF FINANCE, 1979, 34 (03) :595-607

[10]

LEFFLER GL, 1957, STOCK MARKET

← 1 2 →