Information-based trading, price impact of trades, and trade autocorrelation
Kee H. Chung; Mingsheng Li; Thomas H. McInish
| Year of publication: |
2005
|
|---|---|
| Authors: | Chung, Kee H. ; Li, Mingsheng ; McInish, Thomas H. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 7, p. 1645-1669
|
| Subject: | Handelsvolumen der Börse | Trading volume | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | VAR-Modell | VAR model | Theorie | Theory |
| 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/10002817450