Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks
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- Jung-Wook Kim & Jason Lee & Randall Morck, 2004. "Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks," Harvard Institute of Economic Research Working Papers 2031, Harvard - Institute of Economic Research.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Naes, Randi & Skjeltorp, Johannes A., 2006. "Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market," Journal of Financial Markets, Elsevier, vol. 9(4), pages 408-432, November.
- David Colwell & Julia Henker & Terry Walter, 2008. "Effect of Investor Category Trading Imbalances on Stock Returns-super-," International Review of Finance, International Review of Finance Ltd., vol. 8(3-4), pages 179-206.
- Roberto Pascual & David Veredas, 2010. "Does the Open Limit Order Book Matter in Explaining Informational Volatility?," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 57-87, Winter.
More about this item
- G0 - Financial Economics - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-07 (All new papers)
- NEP-FMK-2004-06-07 (Financial Markets)
- NEP-IFN-2004-06-07 (International Finance)
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