AN INVESTIGATION OF MARKET MICROSTRUCTURE IMPACTS ON EVENT STUDY RETURNS

• 成果类型: Note
• 署名作者: LEASE, RC; MASULIS, RW; PAGE, JR
• 署名单位: Vanderbilt University; Tulane University
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• DOI: 10.2307/2328870
• 发表日期: 1991
• 页码: 1523-1536
• 关键词: STOCK SPLITS; COSTS