A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Sanders S. Chang; Lenisa V. Chang; F. Albert Wang
| Year of publication: |
2014
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|---|---|
| Authors: | Chang, Sanders S. ; Chang, Lenisa V. ; Wang, F. Albert |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 80-94
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| Subject: | Informed trading | Private information | Price discovery | High-frequency | Firm-specific return variation | Price non-synchronicity | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Marktmikrostruktur | Market microstructure | Kapitalmarktrendite | Capital market returns | 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/10011300503