Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Yufeng Han; David Lesmond
| Year of publication: |
2011
|
|---|---|
| Authors: | Han, Yufeng ; Lesmond, David |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 24.2011, 5, p. 1590-1629
|
| Subject: | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Liquidität | Liquidity | USA | United States | 1984-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009011373