An empirical model for durations in stocks
Year of publication: |
2007
|
---|---|
Authors: | Simonsen, Ola |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 3.2007, 2, p. 241-255
|
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Statistische Bestandsanalyse | Duration analysis | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Schweden | Sweden |
-
Duration, trading volume and the price impact of trades in an emerging futures market
Bowe, Michael, (2013)
-
Huptas, Roman, (2014)
-
An empirical model for durations in stocks
Simonsen, Ola, (2005)
- More ...
-
Does the open limit order book reveal information about short-run stock price movements?
Hellström, Jörgen, (2006)
-
The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola, (2006)
-
Stock data, trade durations, and limit order book information
Simonsen, Ola, (2006)
- More ...