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~subject:"Liquidität"
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Lagged order flows and returns...
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Liquidität
Theorie
70
Theory
70
Capital income
58
Kapitaleinkommen
58
Börsenkurs
50
Share price
49
USA
46
United States
42
Liquidity
38
Anlageverhalten
33
Behavioural finance
33
Aktienmarkt
29
Stock market
27
Handelsvolumen der Börse
26
Trading volume
26
Efficient market hypothesis
25
Effizienzmarkthypothese
25
CAPM
21
Risikoprämie
18
Risk premium
18
Securities trading
18
Wertpapierhandel
18
Asymmetric information
17
Asymmetrische Information
17
Financial market
14
Finanzmarkt
14
Volatilität
14
Volatility
13
Market microstructure
12
Cost of capital
11
Estimation
11
Marktmikrostruktur
11
Schätzung
11
Kapitalkosten
10
Capital market returns
9
Kapitalmarktrendite
9
Schock
9
Shock
9
Ankündigungseffekt
8
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Free
12
Undetermined
2
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Article
23
Book / Working Paper
14
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Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
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2
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2
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Language
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English
37
Author
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Subrahmanyam, Avanidhar
37
Chordia, Tarun
19
Roll, Richard
8
Sarkar, Asani
5
Brennan, Michael J.
4
Huh, Sahn-Wook
4
Goyal, Amit
2
Holden, Craig W.
2
Huh, Sahn-wook
2
Moshirian, Fariborz
2
Shivakumar, Lakshmanan
2
Swaminathan, Bhaskaran
2
Tong, Qing
2
Zhang, Bohui
2
Amihud, Yakov
1
Anshuman, V. Ravi
1
Dang, Tung Lam
1
Dijk, Mathijs van
1
Fernando, Chitru S.
1
Herring, Richard J.
1
Jacobsen, Stacey
1
Jacobsen, Stacey E.
1
Krishnamurti, Chandrasekhar
1
Rösch, Dominik M.
1
Schwartz, Eduardo S.
1
Thong, Tiong Yang
1
Wee, Claudia Koon Ghee
1
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Federal Reserve Bank of New York
2
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The review of financial studies
4
Journal of financial economics
3
Staff reports / Federal Reserve Bank of New York
3
CIFR Paper
2
Journal of banking & finance
2
Stock market liquidity : implications for market microstructure and asset pricing
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Cuadernos de economía
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Foundations and trends in finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Review of asset pricing studies
1
Review of financial economics : RFE
1
Selected papers from a Symposium on Market Microstructure
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ECONIS (ZBW)
37
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1
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
2
Transaction taxes and financial market equilibrium
Subrahmanyam, Avanidhar
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 81-118
Persistent link: https://www.econbiz.de/10001233457
Saved in:
3
Risk aversion, market liquidity, and price efficiency
Subrahmanyam, Avanidhar
- In:
The review of financial studies
4
(
1991
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10001329867
Saved in:
4
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 3-21)
.
2008
Persistent link: https://www.econbiz.de/10003650440
Saved in:
5
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 327-348)
.
2008
Persistent link: https://www.econbiz.de/10003650781
Saved in:
6
Theory-based illiquidity and asset pricing
Chordia, Tarun
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3629-3668
Persistent link: https://www.econbiz.de/10003885723
Saved in:
7
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
Saved in:
8
Liquidity skewness
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2562-2571
Persistent link: https://www.econbiz.de/10008858290
Saved in:
9
Liquidity dynamics across small and large firms
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
1
,
pp. 111-143
Persistent link: https://www.econbiz.de/10003690186
Saved in:
10
Liquidity and the law of one price : the case of the future-cash basis
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2201-2234
Persistent link: https://www.econbiz.de/10003550022
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