The impact of market-specific public information on return variance in an illiquid market
Rohan Christie-David ; Timothy W. Koch
| Year of publication: |
1997
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|---|---|
| Authors: | Christie-David, Rohan |
| Other Persons: | Koch, Timothy W. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 8, p. 887-908
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| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Kommunalobligation | Municipal bond | Volatilität | Volatility | Liquidität | Liquidity | Informationsökonomik | Economics of information | USA | United States |
| 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/10001232839