Private information in trades, R2, and large stock price movements
Bonnie Van Ness, Robert Van Ness, Serhat Yildiz
| Year of publication: |
2021
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|---|---|
| Authors: | Van Ness, Bonnie F. ; Van Ness, Robert A. ; Yildiz, Serhat |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 131.2021, p. 1-18
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| Subject: | Crashes and jumps | Price informativeness | Private information | Stock return synchronicity | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106194 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365947