On the Effects of Private Information on Volatility
Year of publication: |
2011
|
---|---|
Authors: | Opschoor, Anne ; van der Wel, Michel ; van Dijk, Dick ; Taylor, Nick |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Staatspapier | Volatilität | Asymmetrische Information | Wirtschaftsindikator | USA | Information | macroeconomic announcements | order flow | Treasury futures | heterogeneity |
Series: | Tinbergen Institute Discussion Paper ; 11-077/4 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 840727224 [GVK] hdl:10419/86987 [Handle] RePEc:dgr:uvatin:20110077 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; E1 - General Aggregative Models |
Source: |
-
On the effects of private information on volatility
Opschoor, Anne, (2011)
-
On the Effects of Private Information on Volatility
Opschoor, Anne, (2011)
-
Order flow and volatility: An empirical investigation
Opschoor, Anne, (2014)
- More ...
-
Order flow and volatility : an empirical investigation
Opschoor, Anne, (2014)
-
On the effects of private information on volatility
Opschoor, Anne, (2011)
-
On the effects of private information on volatility
Opschoor, Anne, (2011)
- More ...