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题目：Trading Mechanisms and Stock Returns: An Empirical Investigation
作者：Yakov Amihud and Haim Mendelson
出处：The Journal of Finance, Vol. 42, No. 3, Papers and Proceedings of the Forty-Fifth Annual Meeting of the American Finance Association, New Orleans, Louisiana, December 28-30, 1986 (Jul., 1987), pp. 533-553
链接：http://www.jstor.org/stable/2328369

题目：Trading Mechanisms and Stock Returns: An Empirical Investigation: Discussion
作者：Maureen O'Hara
出处：The Journal of Finance, Vol. 42, No. 3, Papers and Proceedings of the Forty-Fifth Annual Meeting of the American Finance Association, New Orleans, Louisiana, December 28-30, 1986 (Jul., 1987), pp. 554-555
链接：http://www.jstor.org/stable/2328370  


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Trading Mechanisms and Stock Returns.pdf (507.31 KB)

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Discussion.pdf (119.09 KB)

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