The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management
Year of publication: |
2023
|
---|---|
Authors: | Zwak-Cantoriu, Maria-Cristina ; Anghel, Lucian Claudiu ; Ermiş, Simona |
Published in: |
Management dynamics in the knowledge economy. - Bucharest : NUPSPA, ISSN 2392-8042, ZDB-ID 2819566-8. - Vol. 11.2023, 1/39, p. 84-99
|
Subject: | Bid-Ask spread | covariance | efficient markets | liquidity | rolling window | spread size | stock market | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Anlageverhalten | Behavioural finance | Risikomanagement | Risk management | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/mdke-2023-0006 [DOI] hdl:11159/15845 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri, (2014)
-
Tripathy, Trilochan, (2015)
-
Determination of strategic spreads in East Asia
Kim, Heeho, (2021)
- More ...
-
Market risk management : modeling the distribution of losses using Romanian securities
Zwak-Cantoriu, Maria-Cristina, (2021)
-
TREAPAT, Laurentiu-Mihai, (2014)
-
ANGHEL, Lucian Claudiu, (2014)
- More ...