Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Jinliang Li; Chunchi Wu
| Year of publication: |
2006
|
|---|---|
| Authors: | Li, Jinliang ; Wu, Chunchi |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 5, p. 2697-2739
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Informationsverhalten | Information behaviour | Handelsvolumen der Börse | Trading volume | Theorie | Theory | USA | United States |
| Extent: | gaph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003406554