Order flow volatility and equity costs of capital

Chordia, Tarun, Hu, Jianfeng, Subrahmanyam, Avanidhar and Tong, Qing 2019, Order flow volatility and equity costs of capital, Management science, vol. 65, no. 4, pp. 1520-1551, doi: 10.1287/mnsc.2017.2848.

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Title Order flow volatility and equity costs of capital
Author(s) Chordia, Tarun
Hu, Jianfeng
Subrahmanyam, Avanidhar
Tong, Qing
Journal name Management science
Volume number 65
Issue number 4
Start page 1520
End page 1551
Total pages 32
Publisher [Institute of Management Sciences]
Place of publication [Providence, R.I.]
Publication date 2019-04
ISSN 0025-1909
1526-5501
Keyword(s) Asset pricing
Investment
Order flow
Language eng
DOI 10.1287/mnsc.2017.2848
Field of Research 08 Information and Computing Sciences
15 Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, INFORMS
Persistent URL http://hdl.handle.net/10536/DRO/DU:30123031

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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