The authors acknowledge financial support from the Social Sciences and Humanities Research Council of Canada, the Canada Foundation for Innovation, the Ontario Research Fund, and the Dobson Foundation. We also thank Katty Chow, Heidi Dewitt, Jodi Martin, Jennifer Tok, and Andrew Codd for research assistance. We appreciate the insights of participants at the 2007 Southern Finance Association Meetings, and the 2009 Multinational Finance Society. We thank an anonymous referee for valuable comments.
A MICROSTRUCTURE ANALYSIS OF THE LIQUIDITY IMPACT OF OPEN MARKET REPURCHASES
Version of Record online: 12 SEP 2011
© 2011 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 34, Issue 3, pages 481–501, Fall 2011
How to Cite
McNally, W. J. and Smith, B. F. (2011), A MICROSTRUCTURE ANALYSIS OF THE LIQUIDITY IMPACT OF OPEN MARKET REPURCHASES. Journal of Financial Research, 34: 481–501. doi: 10.1111/j.1475-6803.2011.01299.x
- Issue online: 12 SEP 2011
- Version of Record online: 12 SEP 2011
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