Work

VPIN, liquidity, and return volatility in the U.S. equity markets

Year: 2019

Type: article

Source: Global Finance Journal

DOI: 10.1016/j.gfj.2019.100479

Authors: Serhat Yildiz, Bonnie Van Ness, Robert Van Ness

Institutions: University of Nevada, Reno, University of Mississippi

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2951276673

FWCI: 0.922

Cites: 56

Cited by: 16

Related to: 10