Information Content of Order Flow and Cross-Market Portfolio Rebalancing : Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
Year of publication: |
2010
|
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Authors: | Girardin, Eric |
Other Persons: | Tan, Dijun (contributor) ; Wong, Woon K. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Unternehmensanleihe | Corporate bond | China | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (31 p) |
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Series: | HKIMR Working Paper ; No. 02/2010 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1628020 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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