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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~person:"Darolles, Serge"
~subject:"Behavioural finance"
~subject:"Theorie"
~subject:"Theory"
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Behavioural finance
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Information-based trading
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Mixture of distribution hypothesis
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Darolles, Serge
Koop, Gary
5
Aït-Sahalia, Yacine
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3
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Journal of banking & finance
Journal of econometrics
Finance : revue de l'Association Française de Finance
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Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
2
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
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