"Order Flow Volatility and Equity Costs of Capital."

Tarun Chordia et al. (2019)

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DOI: 10.1287/MNSC.2017.2848

access: closed

type: Journal Article

metadata version: 2020-06-30

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Tarun Chordia, Jianfeng Hu, Avanidhar Subrahmanyam, Qing Tong:
Order Flow Volatility and Equity Costs of Capital. Manag. Sci. 65(4): 1520-1551 (2019)

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