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Discussion of “Market Microstructure: An Examination of the Effects on Intraday Event Studiesâ€

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  • LAURA T. STARKS

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  • Laura T. Starks, 1994. "Discussion of “Market Microstructure: An Examination of the Effects on Intraday Event Studies†," Contemporary Accounting Research, John Wiley & Sons, vol. 10(2), pages 383-386, March.
    • Handle: RePEc:wly:coacre:v:10:y:1994:i:2:p:383-386
    DOI: 10.1111/j.1911-3846.1994.tb00398.x
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    1. repec:bla:jfinan:v:43:y:1988:i:2:p:467-91 is not listed on IDEAS
    2. Jennings, Robert & Starks, Laura, 1986. "Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets," Journal of Finance, American Finance Association, vol. 41(1), pages 107-125, March.
    3. McInish, Thomas H & Wood, Robert A, 1992. "An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-764, June.
    4. Smirlock, Michael & Starks, Laura, 1986. "Day-of-the-week and intraday effects in stock returns," Journal of Financial Economics, Elsevier, vol. 17(1), pages 197-210, September.
    5. Jennings, Robert H & Starks, Laura T & Fellingham, John C, 1981. "An Equilibrium Model of Asset Trading with Sequential Information Arrival," Journal of Finance, American Finance Association, vol. 36(1), pages 143-161, March.
    6. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," The Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 389-415.
    7. Easley, David & O'Hara, Maureen, 1987. "Price, trade size, and information in securities markets," Journal of Financial Economics, Elsevier, vol. 19(1), pages 69-90, September.
    8. Belinda Mucklow, 1994. "Market Microstructure: An Examination of the Effects on Intraday Event Studies," Contemporary Accounting Research, John Wiley & Sons, vol. 10(2), pages 355-382, March.
    9. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    10. Pincus, M, 1983. "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 155-183.
    11. Jang, Hasung & Venkatesh, P C, 1991. "Consistency between Predicted and Actual Bid-Ask Quote-Revisions," Journal of Finance, American Finance Association, vol. 46(1), pages 433-446, March.
    12. Jain, Prem C. & Joh, Gun-Ho, 1988. "The Dependence between Hourly Prices and Trading Volume," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(3), pages 269-283, September.
    13. Jennings, R & Starks, L, 1985. "Information-Content And The Speed Of Stock-Price Adjustment," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 336-350.
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