Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
Year of publication: |
2008-04
|
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Authors: | Wong, Woon K. ; Tan, Dijun ; Tian, Yixiang |
Institutions: | Economics Section, Cardiff Business School |
Subject: | Informed trading | Liquidity trading | Duration | Volume | Volatility |
Extent: | application/pdf |
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Series: | Cardiff Economics Working Papers. - ISSN 1749-6101. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number E2008/8 31 pages |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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