Grant: Standard Research Grants
Brock University
$10,032.00
Trading activity, liquidity, and returns in the stock market
FY 2006-07
Program
Standard Research Grants
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
7942
Name nom
Huh, Sahn-Wook
Role
Applicant
Award amount
10032.00
Fiscal year exercice financier
2006
Institution
Brock University
Établissement
Brock University
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2006
Title
Trading activity, liquidity, and returns in the stock market
Keywords
market microstructure; trading activity; liquidity; order flows; preferred stock; state-space mode; kalman filter; dynamic factor
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Finance, Banking, Insurance
Discipline fr
Finances, assurances, systèmes bancaires
Main discipline en
Management, Business, Administrative Studies
Main discipline fr
Sciences administratives, gestion des affaires et commerce
Area of research en
Management
Area of research fr
Gestion
