Liquidity skewness in the London Stock Exchange
Year of publication: |
2018
|
---|---|
Authors: | Hsieh, Tsung-Han ; Li, Youwei ; McKillop, Donal G. ; Wu, Yuliang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 56.2018, p. 12-18
|
Subject: | Asymmetric information | Bid-ask spread | Liquidity | London Stock Exchange | Skewness | Großbritannien | United Kingdom | Geld-Brief-Spanne | Asymmetrische Information | Börse | Bourse | Liquidität | London | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Aktienmarkt | Stock market |
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong, (2021)
-
Tissaoui, Kais, (2012)
- More ...
-
Financial bubbles : a learning effect modelling approach
Hsieh, Tsung-han, (2009)
-
Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?
Wu, Yuliang, (2012)
-
Long-term return reversals : value and growth or tax? ; UK evidence
Wu, Yuliang, (2011)
- More ...