Order Flow Volatility and Equity Costs of Capital-Reference-Cited by-同舟云学术

Order Flow Volatility and Equity Costs of Capital

Published:2019-04 Issue:4 Volume:65 Page:1520-1551
ISSN:0025-1909
Container-title:Management Science
language:en
Short-container-title:Management Science

Author:

Chordia Tarun¹,Hu Jianfeng²^ORCID,Subrahmanyam Avanidhar³,Tong Qing²

Affiliation:

1. Goizueta Business School, Emory University, Atlanta, Georgia 30322

2. Lee Kong Chian School of Business, Singapore Management University, Singapore 178899

3. School of Management and Engineering, Nanjing University, 210093 Nanjing, China; and UCLA Anderson Graduate School of Management, University of California, Los Angeles, Los Angeles, California 90095

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Strategy and Management

Reference72 articles.

1. Institutional Investor Preferences and Price Pressure: The Case of Corporate Spin‐Offs*

2. Akbas F, Petkova R, Armstrong W (2011) The volatility of liquidity and expected stock returns. Working Paper, Case Western Reserve University, Cleveland.

3. Illiquidity and stock returns: cross-section and time-series effects

4. Asset pricing and the bid-ask spread

5. The Cross-Section of Volatility and Expected Returns

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