A theory of limited liquidity and large investors causing spikes in stock market volatility and trading volume
Xavier Gabaix; Vasiliki Plerou; Parameswaran Gopikrishnan; H. Eugene Stanley
| Year of publication: |
2007
|
|---|---|
| Authors: | Gabaix, Xavier ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Stanley, H. Eugene |
| Published in: |
Journal of the European Economic Association. - Oxford : Oxford University Press, ISSN 1542-4766, ZDB-ID 2114709-7. - Vol. 5.2007, 2/3, p. 564-573
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| Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Institutioneller Investor | Institutional investor | Statistische Verteilung | Statistical distribution | Liquidität | Liquidity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003483873