On the independence of transactions on the New York Stock exchange
- 31 October 1977
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 1 (2) , 151-172
- https://doi.org/10.1016/0378-4266(77)90004-8
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Price Impacts of Block Trading on the New York Stock ExchangeThe Journal of Finance, 1972
- Common-Stock Transaction Sequences and the Random-Walk ModelOperations Research, 1971
- The Cost of TransactingThe Quarterly Journal of Economics, 1968
- Market Making and Reversal on the Stock ExchangeJournal of the American Statistical Association, 1966
- The Behavior of Stock-Market PricesThe Journal of Business, 1965
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961