Asymmetric impact of informed trading activity on stock return volatility
Year of publication: |
2014
|
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Authors: | Huang, Alex ; Chang, Ching-Liang |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 7, p. 568-573
|
Subject: | Stock Return Volatility | Informed Trading | Realized Volatility | PIN | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price |
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