An information-based theory of time-varying liquidity
Year of publication: |
April 2016
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Authors: | Daley, Brendan ; Green, Brett |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 71.2016, 2, p. 809-870
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Subject: | Aktienmarkt | Stock market | Marktliquidität | Market liquidity | Marktmechanismus | Market mechanism | Informationsverbreitung | Information dissemination | Gleichgewichtstheorie | Equilibrium theory |
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