Market Size Matters : A Model of Excess Volatility in Large Markets
Year of publication: |
2015
|
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Authors: | Kawakami, Kei |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Marktgröße | Market size |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2575481 [DOI] |
Classification: | D82 - Asymmetric and Private Information ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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