Informed trade and idiosyncratic return variation
Moonsoo Kang; Kiseok Nam
| Year of publication: |
2015
|
|---|---|
| Authors: | Kang, Moonsoo ; Nam, Kiseok |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 3, p. 551-572
|
| Subject: | Price informativeness | Idiosyncratic return variation | Informed trade | R-square | Trading volume | Probability of information-based trading (PIN) | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Handelsvolumen der Börse | Kapitaleinkommen | Capital income | Informationsökonomik | Economics of information | Theorie | Theory | Marktmikrostruktur | Market microstructure |
| 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/10011327591