Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
A. S. Desai ; M. Nimalendran ; S. Venkataraman
| Year of publication: |
1996
|
|---|---|
| Authors: | Desai, Anand S. ; Nimalendran, Mahendrarajah ; Venkataraman, S. |
| Publisher: |
[Chicago] |
| Subject: | Aktiensplit | Stock split | Wertpapierhandel | Securities trading | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Theorie | Theory | USA | United States | 1983-1990 |
| Extent: | 48, [3] S |
|---|---|
| Series: | Working paper series / Research Department, Federal Reserve Bank of Chicago. - Chicago, Ill., ZDB-ID 2215641-0. - Vol. 96,21 : Issues in financial regulation |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000982777