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~subject:"Volatility"
~person:"Dijk, Dick van"
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Search: subject:"Macroeconomic Announcements"
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Volatility
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order flow
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Dijk, Dick van
Wójtowicz, Tomasz
5
Gurgul, Henryk
4
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3
Kam Fong Chan
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Journal of empirical finance
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On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
2
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
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