Liquidity, volume, and order imbalance volatility
Year of publication: |
2023
|
---|---|
Authors: | Bogousslavsky, Vincent ; Collin-Dufresne, Pierre |
Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 78.2023, 4, p. 2189-2232
|
Subject: | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market |
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