Commonality in returns, order flows, and liquidity in the Greek stock market
Year of publication: |
2011
|
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Authors: | Dunne, Peter G. ; Moore, Michael J. ; Papavassiliou, Vasileios G. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 7/8, p. 577-587
|
Subject: | market microstructure | common factors | order flow | liquidity | Marktmikrostruktur | Market microstructure | Griechenland | Greece | Liquidität | Liquidity | Schätzung | Estimation | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market | Börse | Bourse | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading |
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