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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Mazza, Paolo"
~person:"Subrahmanyam, Avanidhar"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Capital income
Kapitaleinkommen
Volatility
Securities trading
2
Wertpapierhandel
2
1988-2002
1
Aktienmarkt
1
Asymmetric information
1
Asymmetrische Information
1
Bid-ask spread
1
Bourse
1
Börse
1
Börsenkurs
1
Economics of information
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Ereignisstudie
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Event study
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Financial market
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Finanzmarkt
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Forecasting model
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Geld-Brief-Spanne
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HLOC dynamics
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Handelsvolumen der Börse
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Informationsökonomik
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Informed trading
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Lagermanagement
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Limit order market
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Liquidity
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Liquidität
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Market liquidity
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Market microstructure
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Marktliquidität
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Marktmikrostruktur
1
Prognoseverfahren
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Share price
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Stock market
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Theorie
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Theory
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Trading volume
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USA
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United States
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Mazza, Paolo
Subrahmanyam, Avanidhar
Ben Ammar, Imen
1
Bohl, Martin T.
1
Essid, Badye
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Estrada, Javier
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Hellara, Slaheddine
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Hu, Ou
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Huang, Zhaodan
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Liao, Bih-shuang
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Siklos, Pierre L.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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2
Lagged order flows and returns : a longer-term perspective
Subrahmanyam, Avanidhar
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 623-640
Persistent link: https://www.econbiz.de/10003747282
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