Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Hee-Joon Ahn; Jun Cai; Jay M. Chung
| Year of publication: |
2010
|
|---|---|
| Authors: | Ahn, Hee-joon ; Cai, Jun ; Chung, Jay M. |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 4, p. 495-523
|
| Subject: | Index redefinition | Informed traders | Nikkei 225 index | Probability of informed Trading | Strategic informed trading | Wertpapierhandel | Securities trading | Aktienindex | Stock index | Japan | Informationsökonomik | Economics of information | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Schätzung | Estimation | Index-Futures | Index futures | Theorie | Theory | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| 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/10009231516