NYU Faculty Digital Archive
metadata only
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
This paper develops a structural model of intraday price formation that embodies both information shocks and microstructure effects in an internally consistent, unified setting. The model allows us to better understand the observed intra-day patterns in bid-ask spreads, price volatility, transaction
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Relative Valuation, Differential Information, and Cross-sectional Differences in Stock Return Volatility#942430
- MIME-based Secure Peer-to-Peer Business Data Interchange over the Internet#135017
- Over-the-Counter Marketmaking#942705
- Viscous Demand#933377
- Learning by Transacting: A General Theory of Bidirectional Knowledge Flows in Market Exchange#379288
Record · ID 942526
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive