FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2289318728> ?p ?o ?g. }

• W2289318728 abstract "This paper constructs and analyzes various measures of trading costs in US equity markets covering the period 1926-2013. These measures contain statistically and economically significant predictive signals for stock market returns and real economic activity. We decompose illiquidity proxies into a component capturing aggregate volatility and a residual. The predictive content of these components differs in important ways. Specifically, we find strong evidence that the component of illiquidity uncorrelated with volatility forecasts stock market returns. In contrast, aggregate volatility accounts for most of the forecasting power of illiquidity for real economic activity." @default.
• W2289318728 created "2016-06-24" @default.
• W2289318728 creator A5004900913 @default.
• W2289318728 creator A5033223585 @default.
• W2289318728 creator A5047172130 @default.
• W2289318728 date "2015-01-01" @default.
• W2289318728 modified "2023-09-23" @default.
• W2289318728 title "Micro(Structure) before Macro? Aggregate Liquidity in Equity Markets and Macroeconomic Conditions" @default.
• W2289318728 cites W1965864011 @default.
• W2289318728 cites W2067405844 @default.
• W2289318728 cites W2080566469 @default.
• W2289318728 cites W2083957038 @default.
• W2289318728 cites W2090522949 @default.
• W2289318728 cites W2094402764 @default.
• W2289318728 cites W2099081789 @default.
• W2289318728 cites W2100491840 @default.
• W2289318728 cites W2102168556 @default.
• W2289318728 cites W2108239970 @default.
• W2289318728 cites W2114655892 @default.
• W2289318728 cites W2123272754 @default.
• W2289318728 cites W2127831890 @default.
• W2289318728 cites W2135448478 @default.
• W2289318728 cites W2135635968 @default.
• W2289318728 cites W2137582495 @default.
• W2289318728 cites W2140268443 @default.
• W2289318728 cites W2140584608 @default.
• W2289318728 cites W2141439600 @default.
• W2289318728 cites W2143139512 @default.
• W2289318728 cites W2145229627 @default.
• W2289318728 cites W2152814569 @default.
• W2289318728 cites W2152890881 @default.
• W2289318728 cites W2162671961 @default.
• W2289318728 cites W2168029280 @default.
• W2289318728 cites W3121807305 @default.
• W2289318728 cites W3124764945 @default.
• W2289318728 cites W3124768472 @default.
• W2289318728 cites W3125456458 @default.
• W2289318728 doi "https://doi.org/10.2139/ssrn.2517812" @default.
• W2289318728 hasPublicationYear "2015" @default.
• W2289318728 type Work @default.
• W2289318728 sameAs 2289318728 @default.
• W2289318728 citedByCount "1" @default.
• W2289318728 countsByYear W22893187282017 @default.
• W2289318728 crossrefType "journal-article" @default.
• W2289318728 hasAuthorship W2289318728A5004900913 @default.
• W2289318728 hasAuthorship W2289318728A5033223585 @default.
• W2289318728 hasAuthorship W2289318728A5047172130 @default.
• W2289318728 hasConcept C106159729 @default.
• W2289318728 hasConcept C111472728 @default.
• W2289318728 hasConcept C127413603 @default.
• W2289318728 hasConcept C138885662 @default.
• W2289318728 hasConcept C149782125 @default.
• W2289318728 hasConcept C162324750 @default.
• W2289318728 hasConcept C166955791 @default.
• W2289318728 hasConcept C17744445 @default.
• W2289318728 hasConcept C199360897 @default.
• W2289318728 hasConcept C199539241 @default.
• W2289318728 hasConcept C199728807 @default.
• W2289318728 hasConcept C204036174 @default.
• W2289318728 hasConcept C2778136018 @default.
• W2289318728 hasConcept C41008148 @default.
• W2289318728 hasConcept C556758197 @default.
• W2289318728 hasConcept C60092789 @default.
• W2289318728 hasConcept C78519656 @default.
• W2289318728 hasConcept C91602232 @default.
• W2289318728 hasConceptScore W2289318728C106159729 @default.
• W2289318728 hasConceptScore W2289318728C111472728 @default.
• W2289318728 hasConceptScore W2289318728C127413603 @default.
• W2289318728 hasConceptScore W2289318728C138885662 @default.
• W2289318728 hasConceptScore W2289318728C149782125 @default.
• W2289318728 hasConceptScore W2289318728C162324750 @default.
• W2289318728 hasConceptScore W2289318728C166955791 @default.
• W2289318728 hasConceptScore W2289318728C17744445 @default.
• W2289318728 hasConceptScore W2289318728C199360897 @default.
• W2289318728 hasConceptScore W2289318728C199539241 @default.
• W2289318728 hasConceptScore W2289318728C199728807 @default.
• W2289318728 hasConceptScore W2289318728C204036174 @default.
• W2289318728 hasConceptScore W2289318728C2778136018 @default.
• W2289318728 hasConceptScore W2289318728C41008148 @default.
• W2289318728 hasConceptScore W2289318728C556758197 @default.
• W2289318728 hasConceptScore W2289318728C60092789 @default.
• W2289318728 hasConceptScore W2289318728C78519656 @default.
• W2289318728 hasConceptScore W2289318728C91602232 @default.
• W2289318728 hasLocation W22893187281 @default.
• W2289318728 hasOpenAccess W2289318728 @default.
• W2289318728 hasPrimaryLocation W22893187281 @default.
• W2289318728 hasRelatedWork W1515650134 @default.
• W2289318728 hasRelatedWork W1517690223 @default.
• W2289318728 hasRelatedWork W1549539840 @default.
• W2289318728 hasRelatedWork W1596348951 @default.
• W2289318728 hasRelatedWork W1604383859 @default.
• W2289318728 hasRelatedWork W2063802775 @default.
• W2289318728 hasRelatedWork W2084663110 @default.
• W2289318728 hasRelatedWork W2098747628 @default.
• W2289318728 hasRelatedWork W2143929516 @default.
• W2289318728 hasRelatedWork W2153288486 @default.
• W2289318728 hasRelatedWork W2169874344 @default.
• W2289318728 hasRelatedWork W2172164632 @default.
• W2289318728 hasRelatedWork W2184848776 @default.
• W2289318728 hasRelatedWork W2510131716 @default.

• next