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Telltale Tails: A New Approach to Estimating Unique Market Information Shares
Grammig, Joachim; Peter, Franziska J - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 2, pp. 459-488
Persistent link: https://www.econbiz.de/10010169114
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Telltale tails : a new approach to estimating unique market information shares
Grammig, Joachim; Peter, Franziska Julia - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 2, pp. 459-488
Persistent link: https://www.econbiz.de/10009790546
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Creative destruction and asset prices
Grammig, Joachim; Jank, Stephan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1739-1768
Persistent link: https://www.econbiz.de/10011654670
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Customer order flow, intermediaries, and discovery of the equilibrium risk-free rate
Menkveld, Albert J.; Sarkar, Asani; Wel, Michel van der - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 821-849
Persistent link: https://www.econbiz.de/10009672412