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Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks

Ananth Madhavan, Mark Roomans
SSRN Electronic Journal

Data up to Jan 2025

Published1996
Citations275
References0
Fields
EconomicsComputer scienceEconometricsFinancial economicsMonetary economics

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Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks (1996) – SSRN Electronic Journal | Metascience Observatory Explorer