Liquidity provision and stock return predictability
Year of publication: |
2014
|
---|---|
Authors: | Hendershott, Terrence ; Seasholes, Mark S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 45.2014, p. 140-151
|
Subject: | Liquidity | Market makers | Market efficiency | Inventory | Liquidity provision | Liquidität | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Betriebliche Liquidität | Corporate liquidity | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Börsenmakler | Stockbrokers | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity |
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