| Tekijä: | Harris, L. |
| Otsikko: | A day-end transaction price anomaly. |
| Lehti: | Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 29-45 |
| Asiasana: | SHARE PRICES TRANSACTION COSTS |
| Kieli: | eng |
| Tiivistelmä: | A study of transaction prices to assess the day-end price rise and whether this is due to limited subsample of stocks or dates. The initial characteristics. Cross-sectional classifications. Time series classifications. Volume relations. Two special hypotheses: bid versus ask frequencies. Price clustering. Seven Tables and two Figures illustrate the analysis. |
SCIMA