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Changes in Trading Activity Following Stock Splits and Their Impact on Volatility and the Adverse Information Component of the Bid-Ask Spread, Working Paper 1996-21

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Changes in Trading Activity Following Stock Splits and Their Impact on Volatility and the Adverse Information Component of the Bid-Ask Spread, Working Paper 1996-21" in Working Papers (Federal Reserve Bank of Chicago) (December 1996). https://fraser.stlouisfed.org/scribd/?item_id=575137&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_1996-21.pdf, accessed on December 12, 2017.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102