Informed trading, flow toxucity and the impact on intraday trading factors
Wang Chun Wei; Dionigi Gerace; Alex Frino
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang Chun Wei ; Gerace, Dionigi ; Frino, Alex |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 7.2013, 2, p. 3-24
|
| Subject: | VPIN | flow toxicity | informed trading | quote imbalance | realised volatility | volume bucketing | market microstrucutre | Granger causality | Volatilität | Volatility | Wertpapierhandel | Securities trading | Kausalanalyse | Causality analysis | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010246991