Clustering of intraday order-sizes by uninformed versus informed traders
Ryan Garvey; Fei Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Garvey, Ryan ; Wu, Fei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 41.2014, p. 222-235
|
| Subject: | Trading | Liquidity | Order size choice | Equities | Wertpapierhandel | Securities trading | Schätzung | Estimation | Asymmetrische Information | Asymmetric information | Handelsvolumen der Börse | Trading volume | Theorie | Theory |
| 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/10010408471