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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~source:"econis"
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Advances in quantitative analysis of finance and accounting : a research annual
CESifo working papers
10
Economics and finance working paper series
10
Discussion paper / Department of Economics, University of California San Diego
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Journal of banking & finance
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Journal of financial economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / University of Zurich, Department of Economics
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Fisher College of Business working paper series
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Journal of financial and quantitative analysis : JFQA
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NBER Working Paper
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The review of financial studies
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Applied economics letters
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Computational economics
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European financial management : the journal of the European Financial Management Association
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Stock market liquidity : implications for market microstructure and asset pricing
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Working papers
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Applied financial economics letters
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CEA_372Cass working paper series
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European review of economics and finance
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Foundations and trends in finance
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Georgetown McDonough School of Business Research Paper
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Georgetown McDonough School of Business Research Paper 2012-16
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The cross-section of daily variation in liquidity
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 75-110
Persistent link: https://www.econbiz.de/10003424664
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