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~subject:"Liquidität"
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Order Imbalances and Market Ef...
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Liquidität
Theorie
112
Theory
112
Capital income
80
Kapitaleinkommen
80
Börsenkurs
79
Share price
75
USA
68
United States
62
Anlageverhalten
51
Behavioural finance
51
Liquidity
42
Aktienmarkt
41
Stock market
38
CAPM
36
Efficient market hypothesis
30
Effizienzmarkthypothese
30
Estimation
30
Schätzung
30
Handelsvolumen der Börse
27
Securities trading
27
Trading volume
27
Wertpapierhandel
27
Asymmetric information
24
Asymmetrische Information
24
Risikoprämie
24
Risk premium
24
Volatilität
24
Volatility
23
Portfolio selection
22
Portfolio-Management
22
Taiwan
22
Takeover
21
Übernahme
21
Financial market
16
Finanzmarkt
16
Market microstructure
16
Fusion
15
Marktmikrostruktur
15
Merger
15
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Online availability
All
Free
12
Undetermined
4
Type of publication
All
Article
26
Book / Working Paper
14
Type of publication (narrower categories)
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Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
2
Book section
2
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Language
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English
40
Author
All
Subrahmanyam, Avanidhar
37
Chordia, Tarun
19
Roll, Richard
8
Sarkar, Asani
5
Brennan, Michael J.
4
Huh, Sahn-Wook
4
Liu, Yu-jane
3
Goyal, Amit
2
Holden, Craig W.
2
Hu, Conghui
2
Huh, Sahn-wook
2
Moshirian, Fariborz
2
Shivakumar, Lakshmanan
2
Swaminathan, Bhaskaran
2
Tong, Qing
2
Zhang, Bohui
2
Zhu, Ning N.
2
Amihud, Yakov
1
Anshuman, V. Ravi
1
Dang, Tung Lam
1
Dijk, Mathijs van
1
Fernando, Chitru S.
1
Fok, Robert C. W.
1
Herring, Richard J.
1
Jacobsen, Stacey
1
Jacobsen, Stacey E.
1
Krishnamurti, Chandrasekhar
1
Lee, Yi-tsung
1
Rösch, Dominik M.
1
Schwartz, Eduardo S.
1
Thong, Tiong Yang
1
Wee, Claudia Koon Ghee
1
Wu, Wei-shao
1
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Institution
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Federal Reserve Bank of New York
2
Published in...
All
The review of financial studies
4
Journal of banking & finance
3
Journal of financial economics
3
Journal of financial markets
3
Staff reports / Federal Reserve Bank of New York
3
CIFR Paper
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
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
1
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ECONIS (ZBW)
40
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1
Hedging costs, liquidity, and inventory management : the evidence from option market makers
Wu, Wei-shao
;
Liu, Yu-jane
;
Lee, Yi-tsung
;
Fok, Robert C. W.
- In:
Journal of financial markets
18
(
2014
),
pp. 25-48
Persistent link: https://www.econbiz.de/10010442502
Saved in:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Liquidity and market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 249-268
Persistent link: https://www.econbiz.de/10003629034
Saved in:
7
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:
8
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:
9
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:
10
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
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