✦ LIBER ✦

Nonrandom Price Changes in Association with Trading in Large Blocks: A Comment

✍ Scribed by Robert Reback

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonrandom Price Changes in Association w

✍ Kenneth J. Carey 📂 Article 📅 1977 🏛 University of Chicago Press 🌐 English ⚖ 225 KB

Option pricing in a lognormal securities

✍ David Brown; Chi-fu Huang 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 72 KB

TERMS OF TRADE EFFECT, PRODUCTIVITY CHAN

✍ Raymond Courbis 📂 Article 📅 1972 🏛 John Wiley and Sons 🌐 English ⚖ 132 KB

The Stochastic Dependence of Security Pr

✍ Thomas W. Epps 📂 Article 📅 1976 🏛 American Statistical Association 🌐 English ⚖ 879 KB

Corrigenda: The Stochastic Dependence of

📂 Article 📅 1977 🏛 American Statistical Association 🌐 English ⚖ 149 KB

Threshold, enzymatic, and pathologic cha

✍ Hedges, Jerris R; Syverud, Scott A; Dalsey, William C; Simko, Linda A; van der B 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 418 KB