Equivalent volume and comovement
Arsenio Staer, Pedro Sottile
| Year of publication: |
2018
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|---|---|
| Authors: | Staer, Arsenio ; Sottile, Pedro |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 68.2018, p. 143-157
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| Subject: | Arbitrage | Asset pricing | Comovement | ETF | Liquidity | Trading volume | Handelsvolumen der Börse | Börsenkurs | Share price | Theorie | Theory | Indexderivat | Index derivative | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Liquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2017.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034530