Matches in SemOpenAlex for { <https://semopenalex.org/work/W2009909787> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2009909787 abstract "Abstract This paper examines the information flow, return volatility, and trading costs of infrequently traded stocks. A mixture-of-distribution model is employed to decompose volume into informed and liquidity components. It is found that the intensity of informed trading is higher for infrequently traded stocks. This higher intensity of informed trading causes larger spreads. The positive volatility–volume relationship is much stronger when informed volume replaces raw volume in the volatility regression. A striking negative relationship between volatility and liquidity volume is uncovered. Finally, prices of infrequently traded stocks are more sensitive to informed trading than those of frequently traded stocks." @default.
- W2009909787 created "2016-06-24" @default.
- W2009909787 creator A5033973304 @default.
- W2009909787 date "2004-02-01" @default.
- W2009909787 modified "2023-09-23" @default.
- W2009909787 title "Information flow, volatility and spreads of infrequently traded Nasdaq stocks" @default.
- W2009909787 cites W1969479365 @default.
- W2009909787 cites W1983844149 @default.
- W2009909787 cites W1993312381 @default.
- W2009909787 cites W2012054287 @default.
- W2009909787 cites W2012805727 @default.
- W2009909787 cites W2015795013 @default.
- W2009909787 cites W2021070008 @default.
- W2009909787 cites W2024282289 @default.
- W2009909787 cites W2028995298 @default.
- W2009909787 cites W2033815796 @default.
- W2009909787 cites W2034903818 @default.
- W2009909787 cites W2038295726 @default.
- W2009909787 cites W2049239673 @default.
- W2009909787 cites W2058128666 @default.
- W2009909787 cites W2064360179 @default.
- W2009909787 cites W2072644502 @default.
- W2009909787 cites W2076347026 @default.
- W2009909787 cites W2078837159 @default.
- W2009909787 cites W2093362178 @default.
- W2009909787 cites W2098336014 @default.
- W2009909787 cites W2100746131 @default.
- W2009909787 cites W2107472019 @default.
- W2009909787 cites W2110348891 @default.
- W2009909787 cites W2110752212 @default.
- W2009909787 cites W2113551185 @default.
- W2009909787 cites W2128262725 @default.
- W2009909787 cites W2137491864 @default.
- W2009909787 cites W2137917724 @default.
- W2009909787 cites W2138103628 @default.
- W2009909787 cites W2146399390 @default.
- W2009909787 cites W2149625909 @default.
- W2009909787 cites W2153900362 @default.
- W2009909787 cites W2157403008 @default.
- W2009909787 cites W2158063623 @default.
- W2009909787 cites W2165376318 @default.
- W2009909787 cites W3023906401 @default.
- W2009909787 cites W3122729992 @default.
- W2009909787 cites W3123071367 @default.
- W2009909787 cites W3123217382 @default.
- W2009909787 cites W3124009593 @default.
- W2009909787 cites W3124527974 @default.
- W2009909787 doi "https://doi.org/10.1016/s1062-9769(03)00031-0" @default.
- W2009909787 hasPublicationYear "2004" @default.
- W2009909787 type Work @default.
- W2009909787 sameAs 2009909787 @default.
- W2009909787 citedByCount "5" @default.
- W2009909787 countsByYear W20099097872014 @default.
- W2009909787 countsByYear W20099097872016 @default.
- W2009909787 crossrefType "journal-article" @default.
- W2009909787 hasAuthorship W2009909787A5033973304 @default.
- W2009909787 hasConcept C106159729 @default.
- W2009909787 hasConcept C144133560 @default.
- W2009909787 hasConcept C149782125 @default.
- W2009909787 hasConcept C162324750 @default.
- W2009909787 hasConcept C183582576 @default.
- W2009909787 hasConcept C556758197 @default.
- W2009909787 hasConcept C91602232 @default.
- W2009909787 hasConceptScore W2009909787C106159729 @default.
- W2009909787 hasConceptScore W2009909787C144133560 @default.
- W2009909787 hasConceptScore W2009909787C149782125 @default.
- W2009909787 hasConceptScore W2009909787C162324750 @default.
- W2009909787 hasConceptScore W2009909787C183582576 @default.
- W2009909787 hasConceptScore W2009909787C556758197 @default.
- W2009909787 hasConceptScore W2009909787C91602232 @default.
- W2009909787 hasLocation W20099097871 @default.
- W2009909787 hasOpenAccess W2009909787 @default.
- W2009909787 hasPrimaryLocation W20099097871 @default.
- W2009909787 hasRelatedWork W1514381703 @default.
- W2009909787 hasRelatedWork W2018329224 @default.
- W2009909787 hasRelatedWork W2068436529 @default.
- W2009909787 hasRelatedWork W2292853550 @default.
- W2009909787 hasRelatedWork W2605505597 @default.
- W2009909787 hasRelatedWork W3099150769 @default.
- W2009909787 hasRelatedWork W3122698084 @default.
- W2009909787 hasRelatedWork W3123599701 @default.
- W2009909787 hasRelatedWork W3124674372 @default.
- W2009909787 hasRelatedWork W4283168340 @default.
- W2009909787 isParatext "false" @default.
- W2009909787 isRetracted "false" @default.
- W2009909787 magId "2009909787" @default.
- W2009909787 workType "article" @default.