• 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
    29
  • 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