Order flow volatility and equity costs of capital
Year of publication: |
2019
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Authors: | Chordia, Tarun ; Hu, Jianfeng ; Subrahmanyam, Avanidhar ; Tong, Qing |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 4, p. 1520-1551
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Subject: | asset pricing | investment | order flow | Theorie | Theory | CAPM | Kapitalkosten | Cost of capital | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Schätzung | Estimation |
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