Liquidity, resiliency and market quality around predictable trades : theory and evidence
Year of publication: |
July 2016
|
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Authors: | Bessembinder, Hendrik ; Carrion, Allen ; Tuttle, Laura ; Venkataraman, Kumar |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 1, p. 142-166
|
Subject: | Predatory trading | Sunshine trading | Resiliency | ETFs | Trading costs | Commodity trading | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Außenwirtschaftstheorie | International economics | Welt | World | Transaktionskosten | Transaction costs | Börse | Bourse | Internationale Wirtschaft | International economy | Indexderivat | Index derivative | Handelsvolumen der Börse | Trading volume | Marktliquidität | Market liquidity | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
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