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Groß-Klußmann, Axel's
Scholarly Papers
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Total Downloads
64 |
Total
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Groß-Klußmann, Axel Humboldt Universität zu Berlin Hautsch, Nikolaus Humboldt-Universität zu Berlin
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Bid-ask Spreads, Forecasting, High-Frequency Data, Stock Market Liquidity, Count Data Time Series, Long Memory Poisson Autoregression
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Groß-Klußmann, Axel Humboldt Universität zu Berlin Hautsch, Nikolaus Humboldt-Universität zu Berlin
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19 Jan 10
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Last Revised:
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03 Mar 11
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firm-specific news, news sentiment, high-frequency data, volatility, liquidity, abnormal returns
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