Trading imbalance, liquidity and stock returns : evidence from Brazil
Gustavo Magno Lopes Pereira, Eduardo Camilo-da-Silva, and Claudio Henrique da Silveira Barbedo
| Year of publication: |
2020
|
|---|---|
| Authors: | Pereira, Gustavo Magno Lopes ; Camilo-da-Silva, Eduardo ; Barbedo, Claudio Henrique da Silveira |
| Published in: |
Latin American business review. - Binghamton, NY : [Verlag nicht ermittelbar], ISSN 1528-6932, ZDB-ID 2096818-8. - Vol. 21.2020, 2, p. 173-195
|
| Subject: | Asset pricing | market microstructure | order imbalance | risk factors | Brasilien | Brazil | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10978526.2019.1701482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258474