Stock price synchronicity and liquidity
Year of publication: |
2013
|
---|---|
Authors: | Chan, Kalok ; Hameed, Allaudeen ; Kang, Wenjin |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 3, p. 414-438
|
Subject: | Liquidity | Price synchronicity | Systematic volatility | Börsenkurs | Share price | Volatilität | Volatility | Liquidität |
-
Effects of passive intensity on aggregate price dynamics
Ehsani, Sina, (2015)
-
Does ETF activity reduce stock price volatility : evidence from the A-share market
Zhao, Xiaokang, (2022)
-
Stock price synchronicities and speculative trading in emerging markets
Hsin, Chin-wen, (2012)
- More ...
-
Stock Price Synchronicity and Liquidity
Chan, Kalok, (2013)
-
Stock price synchronicity and liquidity
Chan, Kalok, (2013)
-
Stock price synchronicity and liquidity
Chan, Kalok, (2013)
- More ...