A Reexamination of Information Flow in Financial Markets: The Impact of Regulation FD and Decimalization
Finance and General Business
Mathew, Prem G., J. Christopher Hughen, and Kent P. Ragan. "A reexamination of information flow in financial markets: the impact of regulation FD and decimalization." Quarterly Journal of Business and Economics (2004): 123-147.
Quarterly Journal of Business and Economics