Information-based trading, price impact of trades, and trade autocorrelation
| Year of publication: |
2005
|
|---|---|
| Authors: | Chung, Kee H. ; Li, Mingsheng ; McInish, Thomas H. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 7, p. 1645-1669
|
| Publisher: |
Elsevier |