Measuring the liquidity part of volume
Serge Darolles; Gaëlle Le Fol; Gulten Mero
| Year of publication: |
2015
|
|---|---|
| Authors: | Darolles, Serge ; LeFol, Gaëlle ; Mero, Gulten |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 92-105
|
| Subject: | Volatility-volume relationship | Mixture of distribution hypothesis | Liquidity shocks | Information-based trading | Liquidity arbitrage | GMM tests | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Schock | Shock | Momentenmethode | Method of moments | Wertpapierhandel | Securities trading | Volatilität | Volatility | Marktliquidität | Market liquidity | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010509138