Time variation in liquidity : the role of market-maker inventories and revenues
Year of publication: |
2010
|
---|---|
Authors: | Comerton-Forde, Carole ; Hendershott, Terrence ; Jones, Charles M. ; Moulton, Pamela C. ; Seasholes, Mark S. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 65.2010, 1, p. 259-331
|
Subject: | Finanzmarkt | Financial market | Liquiditätseffekt | Liquidity effect | Investitionsrisiko | Investment risk | Kapitaleinkommen | Capital income | 1994-2004 |
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