Long-Lived Information and Intraday Patterns
Year of publication: |
1995-07-13
|
---|---|
Authors: | Back, Kerry ; Pedersen, Hal |
Institutions: | EconWPA |
Subject: | asymmetric information | market microstructure | Kyle model | intraday patterns |
-
Long-Lived Information and Intraday Patterns
Back, Kerry, (1995)
-
Vayanos, Dimitri, (2012)
-
Order Flow and Exchange Rate Dynamics in Brazil
Medeiros, Otavio De, (2005)
- More ...
-
Long-Lived Information and Intraday Patterns
Back, Kerry, (1995)
-
Long-lived information and intraday patterns
Back, Kerry, (1998)
-
Long-lived information and intraday patterns
Back, Kerry E., (1998)
- More ...