Incomplete information, trading costs and cross-autocorrelations in stock returns
Tarun Chordia; Bhaskaran Swaminathan
| Year of publication: |
2004
|
|---|---|
| Authors: | Chordia, Tarun ; Swaminathan, Bhaskaran |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 1, p. 145-181
|
| Subject: | Unvollkommene Information | Incomplete information | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003690193