Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility Around the World
Year of publication: |
2014
|
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Authors: | Han, Yufeng |
Other Persons: | Hu, Ting (contributor) ; Lesmond, David A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Liquidität | Liquidity | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (46 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 23, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1787361 [DOI] |
Classification: | C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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