Information environments and high price impact trades : implication for volatility and price efficiency

Georges, Dionne, Xiaozhou Zhou

Year of publication:	[2019]
Authors:	Dionne, Georges ; Zhou, Xiaozhou
Publisher:	[Montréal] : [Canada Research Chair in Risk Management]
Subject:	Price efficiency \| Price discovery \| Limit Order Book \| Trade size clustering \| Stealth trading \| Börsenkurs \| Share price \| Wertpapierhandel \| Securities trading \| Volatilität \| Volatility

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