When noise trading fades, volatility rises
Year of publication: |
October 2016
|
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Authors: | Li, Jinliang |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 3, p. 475-512
|
Subject: | Noise trading | Liquidity | Volatility | Volume | Trade size | Theorie | Theory | Volatilität | Noise Trading | Handelsvolumen der Börse | Trading volume | Liquidität | Schätzung | Estimation |
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