Implications of microstructure theory for empirical research in stock price behavior

Gabriel Hawawini (), Kalman Cohen, Steven Maier, Robert Schwartz and David Whitcomb

MPRA Paper from University Library of Munich, Germany

Abstract: This paper examines the implications of microstructure theory for empirical research on stock price behavior

Keywords: Microstructure theory; empirical research on stock price behavior (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (43)

Published in Journal of Finance May 1980.35(1980): pp. 249-257

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:33976

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