NONRANDOM PRICE CHANGES IN ASSOCIATION WITH TRADING IN LARGE BLOCKS

被引：21

作者：

GRIER, PC

ALBIN, PS

机构：

[1] CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010

[2] NYU,NEW YORK,NY 10016

来源：

关键词：

D O I：

10.1086/295550

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：425 / 433

页数：9

共 9 条

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[5]

GRANGER C, 1970, PREDICTABITIY STOCK

[6]

GRIER P, 1972, NYU GRADUATE SC 7205

[7]

GRIER P, 1971, THESIS NYU

[8]

KRAUS A, 1972, J FINANCE, V27

[9]

NIEDERHO.V, 1966, J AM STAT ASSOC, V61, P897