Reinvestigate the bid-ask bounce effect and pricing of idiosyncratic volatility : the case of the Australian market
Bin Liu, Monica Tan, Marie-Anne Cam
| Year of publication: |
2019
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|---|---|
| Authors: | Liu, Bin ; Tan, Monica ; Cam, Marie-Anne |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 22.2019, 1, p. 1950004-1-1950004-23
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| Subject: | Idiosyncratic volatility | asset pricing | bid-ask bounce | liquidity | Australia | Australien | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | CAPM | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091519500048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156144