مرکز منطقه ای اطلاع رساني علوم و فناوري - Common factors in prices, order flows, and liquidity

Title of article :

Common factors in prices, order flows, and liquidity

Author/Authors :

Joel Hasbrouck، نويسنده , , Duane J. Seppi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

383

To page :

411

Keywords :

Liquidity , microstructure , Equities , Common factors

Journal title :

Journal of Financial Economics

Serial Year :

2000

Journal title :

Journal of Financial Economics

Record number :

257471

Link To Document :