Asymmetric information and stock return cross-autocorrelations
Year of publication: |
2007
|
---|---|
Authors: | Bernhardt, Dan ; Mahani, Reza S. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 96.2007, 1, p. 14-22
|
Subject: | CAPM | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Theorie | Theory |
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