Informed trade and idiosyncratic return variation
Year of publication: |
2015
|
---|---|
Authors: | Kang, Moonsoo ; Nam, Kiseok |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 44.2015, 3, p. 551-572
|
Publisher: |
Springer |
Subject: | Price informativeness | Idiosyncratic return variation | Informed trade | R-square | Trading volume | Probability of information-based trading (PIN) |
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