Analytical properties of Hasbrouck and generalized information shares

Donald Lien, Keshab Shrestha, Lianne Mei Quin Lee

Year of publication:	2022
Authors:	Lien, Da-hsiang Donald ; Shrestha, Keshab ; Lee, Lianne Mei Quin
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-8
Subject:	Generalized information share \| Hasbrouck information share \| Price discovery \| Informationsverbreitung \| Information dissemination \| Theorie \| Theory \| Börsenkurs \| Share price \| Informationsökonomik \| Economics of information \| Wissenstransfer \| Knowledge transfer \| Asymmetrische Information \| Asymmetric information \| Informationswert \| Information value

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