Journal of Financial and Quantitative Analysis Vol. 30 No. 2 1995

A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes

Jin-Woo Park

Hankuk University of Foreign Studies

Abstract

Jinwoo Park, A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 2 (Jun., 1995), pp. 241-256

DOI

10.2307/2331119

Volume

30

Issue

2

Pages

241

Sources

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