Conrad is from Kenan-Flagler Business School, the University of North Carolina, and Conroy is from Colgate Darden Graduate School of Business, the University of Virginia. We thank the editor, an anonymous referee, and seminar participants at the University of Virginia for their helpful comments. Any remaining errors are our responsibility.
Market Microstructure and the Ex-Date Return
Version of Record online: 30 APR 2012
© 1994 the American Finance Association
The Journal of Finance
Volume 49, Issue 4, pages 1507–1519, September 1994
How to Cite
CONRAD, J. S. and CONROY, R. (1994), Market Microstructure and the Ex-Date Return. The Journal of Finance, 49: 1507–1519. doi: 10.1111/j.1540-6261.1994.tb02464.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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