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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"High frequency data"
~subject:"Theory"
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Journal of international financial markets, institutions & money
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The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
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2
A new method for estimating liquidity risk : insights from a liquidity-adjusted CAPM framework
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 184-197
Persistent link: https://www.econbiz.de/10009726403
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3
Selectivity and timing performance of UK investment trusts
Bangassa, Kenbata
;
Su, Chen
;
Joseph, Nathan Lael
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1149-1175
Persistent link: https://www.econbiz.de/10010220189
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