Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks
Skander Slim, Meriam Dahmene
| Year of publication: |
2016
|
|---|---|
| Authors: | Slim, Skander ; Dahmene, Meriam |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 29.2016, p. 70-84
|
| Subject: | Trading volume | Realized volatility | Asymmetric information | Jumps | Volatilität | Volatility | Asymmetrische Information | Handelsvolumen der Börse | Theorie | Theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2015.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714574