Liquidity commonality and return co-movement
Year of publication: |
2005
|
---|---|
Authors: | Domowitz, Ian ; Hansch, Oliver ; Wang, Xiaoxin |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 8.2005, 4, p. 351-376
|
Subject: | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Theorie | Theory |
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