مرکز منطقه ای اطلاع رساني علوم و فناوري - An empirical analysis of the role of the trading intensity in information dissemination on the NYSE

Title of article :

An empirical analysis of the role of the trading intensity in information dissemination on the NYSE

Author/Authors :

Laura Spierdijk، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

163

To page :

184

Keywords :

VAR-model , ACD-model , Trading intensity , Price impact

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130762

Link To Document :