The returns, risk and liquidity relationship in high frequency trading : evidence from the Oslo stock market
Year of publication: |
January 2017
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Authors: | Minh Thi Hong Dinh |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 30-40
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Subject: | CAPM | Systematic risk | Idiosyncratic risk | Cross-sectional returns | Intraday sample | Panel analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Volatilität | Volatility | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
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