Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Year of publication: |
2007
|
---|---|
Authors: | Saad, Mohsen M. ; Darrat, Ali F. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 10/12, p. 913-919
|
Subject: | Liquidität | Liquidity | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure | Korrelation | Correlation | USA | United States | 2002 |
-
Realized correlation tick-by-tick
Corsi, Fulvio, (2007)
-
Uncertainty due to infectious diseases and stock-bond correlation
Gillas, Konstantinos Gkillas, (2021)
-
Volume, liquidity, and liquidity risk
Johnson, Tim, (2008)
- More ...
-
On the roots of inflation in MENA : recent evidence from the monetarist model
Saad, Mohsen M., (2006)
-
Intra-regional integration of the GCC stock markets : the role of market liberalization
Khazali, Osamah al-, (2006)
-
Intraday pattern in liquidity covariation: evidence from NYSE listed firms
Saad, Mohsen M., (2007)
- More ...