Market Microstructure and Stock Return Predictions

Journal Article Market Microstructure and Stock Return Predictions Get access Roger D. Huang, Roger D. Huang Corresponding author Address correspondence to Roger D. Huang, Owen Graduate School of Management, Vanderbilt University, Nashville, TN 37203. Search for other works by this author on: Oxford Academic Google Scholar Hans R. Stoll Hans R. Stoll Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 7, Issue 1, January 1994, Pages 179–213, https://doi.org/10.1093/rfs/7.1.179 Published: 26 May 2015