Private Information Trading and Corporate Governance In Emerging Markets

We apply the theoretical framework of Llorente, Michaely, Saar, and Wang (2002) to analyze the relation between daily volume and first-order return autocorrelation for individual stocks in emerging markets.(...)

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Year of publication:	2002-10-01
Authors:	Grishchenko, Olesya V. ; Litov, Lubomir ; Mei, Jiangping
Publisher:	Salomon Center <New York, NY>
Subject:	Corporate Governance \| Emerging Market \| Marktinformation \| private information trading

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Extent:	1024 bytes 38 p. application/pdf
Series:	NYU Salomon Center for the Study of Financial Institutions - Publications Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions - Corporate Governance ; S-CG-02-01
Type of publication:	Book / Working Paper
Language:	English
Classification:	G15 - International Financial Markets ; G18 - Government Policy and Regulation ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846658