Information flow, volatility and spreads of infrequently traded Nasdaq stocks
Year of publication: |
2004
|
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Authors: | Wu, Chunchi |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 1, p. 20-43
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Subject: | Wertpapierhandel | Securities trading | Informationsökonomik | Economics of information | Transaktionskosten | Transaction costs | Insiderhandel | Insider trading | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | USA | United States | 1997 |
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