Trading Mechanisms and Stock Returns: An Empirical Investigation

• 1 July 1987
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 42  (3) , 533-553
• https://doi.org/10.2307/2328369

Abstract

Keywords

• TRADING MECHANISMS
• TRANSACTIONS
• PRICE BEHAVIOR
• STOCK RETURNS
• CLOSE RETURNS
• SECURITIES