Common factors in prices, order flows, and liquidity
Year of publication: |
2001
|
---|---|
Authors: | Hasbrouck, Joel ; Seppi, Duane J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 59.2001, 3, p. 383-411
|
Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Theorie | Theory | USA | United States | 1994 |
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