Time-varying arrival rates of informed and uninformed trades
David Easley; Robert F. Engle; Maureen O'Hara; Liuren Wu
| Year of publication: |
2008
|
|---|---|
| Authors: | Easley, David ; Engle, Robert F. ; O'Hara, Maureen ; Wu, Liuren |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 2, p. 171-207
|
| Subject: | Wertpapierhandel | Securities trading | Ökonometrisches Modell | Econometric model | Informationsökonomik | Economics of information |
| Extent: | graph. Darst. |
|---|---|
| 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/10003687773