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subject:"Stock market"
~person:"Gregoriou, Andros"
~person:"Wang, Andong"
~person:"Zhang, Sijia"
~subject:"Statistical distribution"
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Search: subject_exact:"Geld-Brief-Spanne"
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Stock market
Statistical distribution
Bid-ask spread
15
Geld-Brief-Spanne
15
Börsenkurs
7
Liquidity
7
Share price
7
Aktienmarkt
5
Amihud ratio
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bid-ask spread
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liquidity
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Securities trading
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Transaktionskosten
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VAR model
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Gregoriou, Andros
Wang, Andong
Zhang, Sijia
Theissen, Erik
12
Kyle, Albert S.
8
Haas, Marlene
7
Fohlin, Caroline
5
He, Yan
5
Nyholm, Ken
5
Obižaeva, Anna
5
Spatt, Chester S.
5
Wu, Chunchi
5
Chung, Chune Young
4
Gehrig, Thomas P.
4
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3
Frino, Alex
3
Gehrig, Thomas
3
Gençay, Ramazan
3
Grammig, Joachim
3
Griffith, Todd
3
Hautsch, Nikolaus
3
Kryzanowski, Lawrence
3
Köksal, Bülent
3
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3
Malinova, Katya
3
Obizhaeva, Anna A.
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Ryu, Doojin
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Wood, Robert A.
3
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2
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Anderson, Hamish D.
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2
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2
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Brockman, Paul
2
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Economics and finance working paper series
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of economic studies
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ECONIS (ZBW)
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1
Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong
;
Hudson, Robert
;
Rhodes, Mark J.
;
Zhang, Sijia
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
Saved in:
2
Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi stock market
Alzahrani, Ahmed A.
;
Gregoriou, Andros
-
2010
Persistent link: https://www.econbiz.de/10003963310
Saved in:
3
Earnings announcements and the components of the bid-ask spread : evidence from the London Stock Exchange
Gregoriou, Andros
- In:
Journal of economic studies
40
(
2013
)
2
,
pp. 112-126
Persistent link: https://www.econbiz.de/10009777728
Saved in:
4
Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market
Alzahrani, Ahmed A.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
Emerging markets review
13
(
2012
)
2
,
pp. 202-209
Persistent link: https://www.econbiz.de/10010219486
Saved in:
5
Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs : evidence from the UK stock market
Gregoriou, Andros
;
Ioannidis, Christos
- In:
Empirical economics : a journal of the Institute for …
32
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003458727
Saved in:
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