Empirical Identification of Non-Informational Trades Using Trading Volume Data
| Year of publication: |
2001
|
|---|---|
| Authors: | Lee, Bong-Soo ; Rui, Oliver M. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 17.2001, 4, p. 327-350
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