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~institution:"Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)"
~institution:"Department Volkswirtschaftlehre, Universität Bern"
~institution:"Tilburg University, Center for Economic Research"
~person:"Nijman, Theo"
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asymmetric information
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duration analysis
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prices
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trade
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Nijman, Theo
Boisdeffre, Lionel de
7
Boisdeffre, Lionel De
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Beccuti, Juan I.
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Frame, W.S.
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
Department Volkswirtschaftlehre, Universität Bern
Tilburg University, Center for Economic Research
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Discussion Paper / Tilburg University, Center for Economic Research
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The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity
Nijman, Theo
;
van soest, arthur
;
Spierdijk, L.
-
Tilburg University, Center for Economic Research
-
2002
trading intensity, which can be explained by inventory imbalances and
asymmetric
information
of informed and uninformed …
Persistent link: https://www.econbiz.de/10011091010
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