๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

INVESTOR RELATIONS, LIQUIDITY, AND STOCK PRICES

โœ Scribed by Michael J. Brennan; Claudia Tamarowski


Book ID
111353351
Publisher
John Wiley and Sons
Year
2000
Weight
237 KB
Volume
12
Category
Article
ISSN
1078-1196

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Investor Protection and Firm Liquidity
โœ Paul Brockman; Dennis Y. Chung ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 174 KB
Price discovery and investor structure i
โœ Martin T. Bohl; Christian A. Salm; Michael Schuppli ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 244 KB ๐Ÿ‘ 1 views

## Abstract Previous literature on price discovery in stock index futures and spot markets neglects the role of different investor groups. This study relates timeโ€varying spotโ€futures linkages studied within a VECMโ€DCCโ€GARCH framework to changes in the investor structure of the futures market over

State prices, liquidity, and default
โœ Raphaรซl A. Espinoza; Charles. A. E. Goodhart; Dimitrios P. Tsomocos ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Springer ๐ŸŒ English โš– 297 KB