Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis

DOI10.1007/978-3-319-76228-9_1zbMath1425.91442OpenAlexW2801734181MaRDI QIDQ5198066

Paweł Kliber, Przemysław Garsztka

Publication date: 2 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://dbc.wroc.pl/dlibra/docmetadata?showContent=true&id=46252

zbMATH Keywords

liquidityinformation asymmetrystock exchangepanel data analysisvolume-return relation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Introductory Time Series with R
• Dynamic Linear Models with R

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