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| Tekijä: | Charoenwong, C. Chung, K. H. |
| Otsikko: | An empirical analysis of quoted depths of NYSE and Amex stocks |
| Lehti: | Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 85-102 |
| Asiasana: | Stock markets Liquidity Insider trading Models |
| Kieli: | eng |
| Tiivistelmä: | In this study, there is strong intertemporal / cross-sectional correlations found btw. quoted depths and various security characteristics for a sample of stocks listed on the NYSE and AMEX. There are also more results reported in the study. |
SCIMA