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Information-based trading, price impact of trades, and trade autocorrelation
Chung, Kee H., (2005)
Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA
Chung, Kee H., (2012)
Information-Based Trading, Price Impact of Trades, and Trade Autocorrelation
Chung, Kee H., (2004)