An Investigation of Transactions Data for NYSE Stocks
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1985.tb04996.x/fullpdf
Reference9 articles.
1. The Predictability of British Stock Market Prices;Cunningham;Applied Statistics,1973
2. Risk Measurement When Shares Are Subject to Infrequent Trading;Dimson;Journal of Financial Economics,1979
3. Tomorrow on the New York Stock Exchange;Fama;Journal of Business,1965
4. Some New Stock-Market Indexes;Fisher;Journal of Business,1966
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