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Rumors

Bommel, Jos van - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1499-1520

Persistent link: https://www.econbiz.de/10001781156

Measuring price discovery : the variance ratio, the R2, and the weighted price contribution

Bommel, Jos van - In: Finance research letters 8 (2011) 3, pp. 112-119

Persistent link: https://www.econbiz.de/10009348342

Messages from market to management : the case of IPOs

Bommel, Jos van - In: The journal of corporate finance : contracting, … 8 (2002) 2, pp. 123-138

Persistent link: https://www.econbiz.de/10001656107

Asymmetric Information and the Distribution of Trading Volume

Lof, Matthijs - 2019

We propose the Volume Coefficient of Variation (VCV), the ratio of the standard deviation to the mean of trading volume, as a new and easily computable measure of information asymmetry in security markets. We use a microstructure model to demonstrate that VCV is strictly increasing in the...

Persistent link: https://www.econbiz.de/10012903640

Asymmetric information and the distribution of trading volume

Lof, Matthijs; Bommel, Jos van - In: The journal of corporate finance : contracting, … 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014434974

An empirical investigation of the speed of information aggregation : a study of IPOs

Bommel, Jos van; Dahya, Jay; Shi, Zhihong - In: International journal of banking, accounting and finance 2 (2010) 1, pp. 47-79

Persistent link: https://www.econbiz.de/10003964042

Financial intermediaries and transaction costs

Hasman, Augusto; Samartín Sáenz, Margarita; Bommel, … - 2010

Persistent link: https://www.econbiz.de/10003996605

Financial contagion and depositor monitoring

Hasman, Augusto; Samartín Sáenz, Margarita; Bommel, … - In: Journal of banking & finance 37 (2013) 8, pp. 3076-3084

Persistent link: https://www.econbiz.de/10009777127

Financial intermediation in an overlapping generations model with transaction costs

Hasman, Augusto; Samartín Sáenz, Margarita; Bommel, … - In: Journal of economic dynamics & control 45 (2014), pp. 111-125

Persistent link: https://www.econbiz.de/10010474452

Risk sharing in a world with processing costs : trading versus banking

Bommel, Jos van - In: Financial markets, institutions & instruments 17 (2008) 5, pp. 309-330

Persistent link: https://www.econbiz.de/10003800983