An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts

An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts
Author :
Publisher :
Total Pages : 123
Release :
ISBN-10 : OCLC:830889808
ISBN-13 :
Rating : 4/5 (08 Downloads)

Book Synopsis An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts by : Axel Groß-Klußmann

Download or read book An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts written by Axel Groß-Klußmann and published by . This book was released on 2012 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt:


An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts Related Books

An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts
Language: en
Pages: 123
Authors: Axel Groß-Klußmann
Categories:
Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

Econometric Modelling of Stock Market Intraday Activity
Language: en
Pages: 192
Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econom
Impact of News on Asset Behaviour
Language: en
Pages: 33
Authors: Xiang Yu
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

We report an empirical study of a predictive analysis model for equities; the model uses high frequency (minute-bar) market data and quantified news sentiment d
The Empirical Analysis of Liquidity
Language: en
Pages: 90
Authors: Craig Holden
Categories: Business & Economics
Type: BOOK - Published: 2014-11-28 - Publisher: Now Publishers

DOWNLOAD EBOOK

We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that a
Stock Market Liquidity
Language: en
Pages: 502
Authors: François-Serge Lhabitant
Categories: Business & Economics
Type: BOOK - Published: 2008-01-09 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures