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Chapter 17 Microstructure and asset pricing · Study

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ChapterChapter 17 Microstructure and asset pricing

David A. Easley2003

Chapter2003

Chapter 17 Microstructure and asset pricing

David A. Easley · Maureen O’Hara

32 citations·0/0 files stored·Handbook of the economics of finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 1965The Behavior of Stock-Market Prices 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 1995The Limits of Arbitrage

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Year2003

Typechapter

Published2003-01-01

VenueHandbook of the economics of finance

ISSN-L1574-0102

Languageen

Citations32

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1574-0102(03)01026-4

openalex_workW22584729

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