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de Nederlandsche Bank
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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