Short Term Market Overreaction and the Bid-Ask Spread: An Empirical Investigation of NMS Securities
Journal of the Midwest Finance Association
Volume
20
Journal Articles
Finance
1991
"Short Term Market Overreaction and the Bid-Ask Spread: An Empirical Investigation of NMS Securities," Journal of the Midwest Finance Association, Vol. 20, 1991, pp. 12-22. B. Jordan and J. Stansfield.