Trading Imbalance, Liquidity and Stock Returns: Evidence from Brazil
| Autor: | Gustavo Magno Lopes Pereira, Eduardo Camilo-da-Silva, Claudio Henrique da Silveira Barbedo |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
0502 economics and business
05 social sciences Economics Business Management and Accounting (miscellaneous) Capital asset pricing model 050211 marketing Monetary economics Market microstructure Business and International Management Emerging markets 050203 business & management Stock (geology) Market liquidity |
| Zdroj: | Latin American Business Review. 21:173-195 |
| ISSN: | 1528-6932 1097-8526 |
| DOI: | 10.1080/10978526.2019.1701482 |
| Popis: | The present study investigates empirically whether trading imbalances affect cross-sectional stock returns in the Brazilian market. This question is particularly important in emerging markets, wher... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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