The impact of order flow on event study returns : new evidence from zero-leverage firms
Sijia Zhang, Andros Gregoriou
| Year of publication: |
2021
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| Authors: | Zhang, Sijia ; Gregoriou, Andros |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 627-634
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| Subject: | Liquidity | Bid-ask bounce | Bid-ask spread | Order flow ratio | Geld-Brief-Spanne | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Ereignisstudie | Event study | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655584