Asymmetric impact of informed trading activity on stock return volatility
Alex YiHou Huang; Ching-Liang Chang
| Year of publication: |
2014
|
|---|---|
| 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 | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010531331