Large stock price changes: Volume or liquidity?

Quantitative Finance

Volumn 6, Issue 1, 2006, Pages 7-14

  Weber, Philipp ^a   Rosenow, Bernd ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Large stock price changes; Liquidity; Trading volume

Indexed keywords

EID: 33646569681     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680500168008     Document Type: Article

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