Stock returns and the volatility of liquidity
Year of publication: |
2010
|
---|---|
Authors: | Pereira, João Pedro ; Zhang, Harold H. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 4, p. 1077-1110
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Liquiditätseffekt | Liquidity effect | Insiderhandel | Insider trading |
-
The impact of monetary policy on bond returns: a segmented markets approach
Mizrach, Bruce Marshall, (2008)
-
The impact of monetary policy on bond returns volatility : a segmented markets approach
Mizrach, Bruce Marshall, (2004)
-
Realized Volatility Estimator Under Liquidity Effects
Allaj, Erindi, (2020)
- More ...
-
Stock Returns and the Volatility of Liquidity
Zhang, Harold H., (2009)
-
Stock Returns and the Volatility of Liquidity
Pereira, João Pedro, (2010)
-
Asset Pricing with a Bank Risk Factor
PEREIRA, JOÃO PEDRO, (2018)
- More ...