FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2172254575> ?p ?o ?g. }

• W2172254575 abstract "We examine the volume-volatility relation using detailed data from a limit order driven equity market. Estimates of the intraday slope of the demand and supply schedules of the order book are found to capture regularities in spreads, trade size and submission strategies which are believed to be related to asymmetric information. On a daily level, the order book slope should also captures differences in dispersion of beliefs about stock values. The relationship between our daily slope measure and the contemporaneous volatility across companies and time supports models where strategic trading and dispersion of beliefs increase both volume and volatility." @default.
• W2172254575 created "2016-06-24" @default.
• W2172254575 creator A5019808601 @default.
• W2172254575 creator A5082090857 @default.
• W2172254575 date "2003-10-16" @default.
• W2172254575 modified "2023-09-27" @default.
• W2172254575 title "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets" @default.
• W2172254575 cites W1485872351 @default.
• W2172254575 cites W1547280275 @default.
• W2172254575 cites W1887063447 @default.
• W2172254575 cites W1976913929 @default.
• W2172254575 cites W1984328864 @default.
• W2172254575 cites W1992799117 @default.
• W2172254575 cites W2024163429 @default.
• W2172254575 cites W2024834818 @default.
• W2172254575 cites W2027874509 @default.
• W2172254575 cites W2031796872 @default.
• W2172254575 cites W2050031929 @default.
• W2172254575 cites W2076209196 @default.
• W2172254575 cites W2078837159 @default.
• W2172254575 cites W2086729180 @default.
• W2172254575 cites W2088503847 @default.
• W2172254575 cites W2089933571 @default.
• W2172254575 cites W2100187609 @default.
• W2172254575 cites W2100729348 @default.
• W2172254575 cites W2102603108 @default.
• W2172254575 cites W2107459714 @default.
• W2172254575 cites W2109577449 @default.
• W2172254575 cites W2114899663 @default.
• W2172254575 cites W2127500355 @default.
• W2172254575 cites W2128262725 @default.
• W2172254575 cites W2131242032 @default.
• W2172254575 cites W2138103628 @default.
• W2172254575 cites W2153146814 @default.
• W2172254575 cites W2157403008 @default.
• W2172254575 cites W2157495061 @default.
• W2172254575 cites W2160922017 @default.
• W2172254575 cites W2171217792 @default.
• W2172254575 cites W2807789602 @default.
• W2172254575 cites W3122264531 @default.
• W2172254575 cites W3122310799 @default.
• W2172254575 cites W3124010140 @default.
• W2172254575 cites W3124999895 @default.
• W2172254575 cites W3125551953 @default.
• W2172254575 cites W2141289405 @default.
• W2172254575 hasPublicationYear "2003" @default.
• W2172254575 type Work @default.
• W2172254575 sameAs 2172254575 @default.
• W2172254575 citedByCount "2" @default.
• W2172254575 crossrefType "posted-content" @default.
• W2172254575 hasAuthorship W2172254575A5019808601 @default.
• W2172254575 hasAuthorship W2172254575A5082090857 @default.
• W2172254575 hasConcept C106159729 @default.
• W2172254575 hasConcept C13290067 @default.
• W2172254575 hasConcept C149782125 @default.
• W2172254575 hasConcept C162324750 @default.
• W2172254575 hasConcept C166957645 @default.
• W2172254575 hasConcept C17744445 @default.
• W2172254575 hasConcept C192620184 @default.
• W2172254575 hasConcept C199539241 @default.
• W2172254575 hasConcept C199728807 @default.
• W2172254575 hasConcept C204036174 @default.
• W2172254575 hasConcept C205649164 @default.
• W2172254575 hasConcept C24189920 @default.
• W2172254575 hasConcept C556758197 @default.
• W2172254575 hasConcept C91602232 @default.
• W2172254575 hasConceptScore W2172254575C106159729 @default.
• W2172254575 hasConceptScore W2172254575C13290067 @default.
• W2172254575 hasConceptScore W2172254575C149782125 @default.
• W2172254575 hasConceptScore W2172254575C162324750 @default.
• W2172254575 hasConceptScore W2172254575C166957645 @default.
• W2172254575 hasConceptScore W2172254575C17744445 @default.
• W2172254575 hasConceptScore W2172254575C192620184 @default.
• W2172254575 hasConceptScore W2172254575C199539241 @default.
• W2172254575 hasConceptScore W2172254575C199728807 @default.
• W2172254575 hasConceptScore W2172254575C204036174 @default.
• W2172254575 hasConceptScore W2172254575C205649164 @default.
• W2172254575 hasConceptScore W2172254575C24189920 @default.
• W2172254575 hasConceptScore W2172254575C556758197 @default.
• W2172254575 hasConceptScore W2172254575C91602232 @default.
• W2172254575 hasLocation W21722545751 @default.
• W2172254575 hasOpenAccess W2172254575 @default.
• W2172254575 hasPrimaryLocation W21722545751 @default.
• W2172254575 hasRelatedWork W1866305091 @default.
• W2172254575 hasRelatedWork W1963895853 @default.
• W2172254575 hasRelatedWork W1964737311 @default.
• W2172254575 hasRelatedWork W2001701795 @default.
• W2172254575 hasRelatedWork W2062882597 @default.
• W2172254575 hasRelatedWork W2124193877 @default.
• W2172254575 hasRelatedWork W2140267088 @default.
• W2172254575 hasRelatedWork W2144323092 @default.
• W2172254575 hasRelatedWork W2145021153 @default.
• W2172254575 hasRelatedWork W2146307577 @default.
• W2172254575 hasRelatedWork W2149114793 @default.
• W2172254575 hasRelatedWork W2153664552 @default.
• W2172254575 hasRelatedWork W2380040246 @default.
• W2172254575 hasRelatedWork W2596939081 @default.
• W2172254575 hasRelatedWork W3015486351 @default.
• W2172254575 hasRelatedWork W3044489479 @default.
• W2172254575 hasRelatedWork W3120471924 @default.

• next