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~person:"Roll, Richard"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject:"trading volume"
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Handelsvolumen der Börse
7
Trading volume
7
Liquidity
3
Liquidität
3
USA
3
United States
3
1988-1998
2
Aktienmarkt
2
Bid-ask spread
2
Geld-Brief-Spanne
2
Option trading
2
Optionsgeschäft
2
Stock market
2
Time
2
Volatility
2
Volatilität
2
Zeit
2
1996-2007
1
Aktienindex
1
Betriebliche Liquidität
1
Business cycle
1
Corporate liquidity
1
Derivat
1
Derivative
1
Derivatives
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial market
1
Finanzmarkt
1
Index futures
1
Index-Futures
1
Konjunktur
1
Option pricing theory
1
Optionspreistheorie
1
Stock index
1
Stock index markets
1
Tobin's Q
1
Tobins Q
1
Volume
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Article in journal
Graue Literatur
Aufsatz in Zeitschrift
7
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English
7
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Roll, Richard
Hautsch, Nikolaus
28
Subrahmanyam, Avanidhar
19
Chordia, Tarun
12
Ranaldo, Angelo
12
Kyle, Albert S.
11
Ryu, Doojin
11
Frino, Alex
10
Rocheteau, Guillaume
10
Theissen, Erik
10
Grammig, Joachim
9
Wang, Jiang
9
Ap Gwilym, Owain
8
Fleming, Michael J.
8
Hong, Harrison G.
8
Karolyi, G. Andrew
8
Lagos, Ricardo
8
Obižaeva, Anna
8
Wu, Chunchi
8
Chou, Robin K.
7
Easley, David
7
Kaniel, Ron
7
Karanasos, Menelaos
7
Li, Dan
7
Menkhoff, Lukas
7
O'Hara, Maureen
7
Oehler, Andreas
7
Roubaud, David
7
Schrimpf, Andreas
7
Van Ness, Robert A.
7
Weill, Pierre-Olivier
7
Abudy, Menachem
6
Amihud, Yakov
6
Biais, Bruno
6
Bondarenko, Oleg
6
Bouri, Elie
6
Cebiroglu, Gökhan
6
Chakravarty, Sugato
6
Clements, Adam
6
Ge̜bka, Bartosz
6
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Journal of financial economics
4
Cuadernos de economía
1
Journal of empirical finance
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
7
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1
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
2
Recent trends in trading activity and market quality
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009242865
Saved in:
3
O/S : the relative trading activity in options and stock
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
96
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003968029
Saved in:
4
Options trading activity and firm valuation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
94
(
2009
)
3
,
pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
Saved in:
5
Determinants of daily fluctuations in liquidity and trading activity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Cuadernos de economía
40
(
2003
),
pp. 728-751
Persistent link: https://www.econbiz.de/10001900612
Saved in:
6
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10001690219
Saved in:
7
Market liquidity and trading activity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
Saved in:
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