Are Volatility Over Volume Liquidity Proxies Useful for Global or US Research?
Year of publication: |
2018
|
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Authors: | Fong, Kingsley Y. L. |
Other Persons: | Holden, Craig W. (contributor) ; Tobek, Ondrej (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Welt | World | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | USA | United States |
Extent: | 1 Online-Ressource (60 p) |
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Series: | Kelley School of Business Research Paper ; No. 17-49 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2989367 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing ; G20 - Financial Institutions and Services. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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