Stochastic volatility, liquidity and intraday information flow
Jinliang Li and Chunchi Wu
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Jinliang ; Wu, Chunchi |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 16/18, p. 1511-1515
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| Subject: | Mixture of Distribution Hypothesis | Wertpapierhandel | Securities trading | Informationsverbreitung | Information dissemination | Marktliquidität | Market liquidity | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 1995 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009383452