The Bid-Ask Bounce Effect and the Pricing of Cross-Sectional Idiosyncratic Volatility : An Australian Study
Year of publication: |
2015
|
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Authors: | Liu, Bin |
Other Persons: | Dempsey, Michael J. (contributor) ; Tan, Monica (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Australien | Australia | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 11, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2563610 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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