Intraday analysis of the limit order bias on the ex-dividend day of US common stocks
Vassilis A. Efthymiou, Athanasios Episcopos, George N. Leledakis, Emmanouil G. Pyrgiotakis
| Year of publication: |
2021
|
|---|---|
| Authors: | Efthymiou, Vassilis A. ; Episcopos, Athanasios ; Leledakis, George N. ; Pyrgiotakis, Emmanouil G. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 405-421
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| Subject: | Ex-dividend day | Intraday price drop ratio | Order flow bias | Dividende | Dividend | Börsenkurs | Share price | USA | United States | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671981