Modeling comovements in trading intensities to distinguish sector and stock specific news

by Laura Spierdijk ...

Year of publication:	July 2002 ; [Elektronische Ressource]
Other Persons:	Spierdijk, Laura (contributor) ; Nijman, Theodore E. (contributor) ; Soest, Arthur van (contributor)
Institutions:	Center for Economic Research <Tilburg> (contributor)
Publisher:	Tilburg : Center for Economic Research
Subject:	Comovement \| Marktmikrostruktur \| Market microstructure \| Börsenkurs \| Share price \| Wertpapierhandel \| Securities trading \| Kapitalmarkttheorie \| Financial economics \| Theorie \| Theory

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