Media type: E-Article Title: Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks Contributor: Madhavan, Ananth; Richardson, Matthew; Roomans, Mark Published: Oxford University Press (OUP), 1997 Published in: Review of Financial Studies, 10 (1997) 4, Seite 1035-1064 Language: English DOI: 10.1093/rfs/10.4.1035 ISSN: 0893-9454; 1465-7368 Origination: Footnote: