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Contribution Details

Type Book Chapter
Scope Discipline-based scholarship
Title Intraday Market Dynamics Around Public Information Arrivals
Organization Unit
Authors
  • Angelo Ranaldo
Editors
  • Greg N Gregoriou
  • Francois-Serge Lhabitant
Item Subtype Original Work
Refereed No
Status Published in final form
Language
  • English
Booktitle Stock Market Liquidity: Implications for Market Microstructure and Asset Prices
ISBN 9780470181690
Place of Publication Hoboken, NJ
Publisher Wiley
Page Range 187 - 225
Date 2008
Other Identification Number merlin-id:5929
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