Daily Return Volatility, Bid-Ask Spreads, and Information Flow : Analyzing the Information Content of Volume
Year of publication: |
2013
|
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Authors: | Li, Jinliang |
Other Persons: | Wu, Chunchi (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Informationsverhalten | Information behaviour |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business, Vol. 79, No. 5, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2, 2013 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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