What drives intraday reversal? : illiquidity or liquidity oversupply?
Junqing Kang, Shen Lin, Xiong Xiong
| Year of publication: |
2022
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|---|---|
| Authors: | Kang, Junqing ; Lin, Shen ; Xiong, Xiong |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 136.2022, p. 1-23
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| Subject: | Intraday reversal | Liquidity | Chinese market | Liquidität | China | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Wertpapierhandel | Securities trading | Betriebliche Liquidität | Corporate liquidity | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104313 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013393677