Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Year of publication: |
2010
|
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Authors: | Ahn, Hee-joon ; Cai, Jun ; Chung, Jay M. |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 4, p. 495-523
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Subject: | Index redefinition | Informed traders | Nikkei 225 index | Probability of informed Trading | Strategic informed trading | Wertpapierhandel | Securities trading | Japan | Aktienindex | Stock index | Asymmetrische Information | Asymmetric information | Anlageverhalten | Behavioural finance | Theorie | Theory | Marktmikrostruktur | Market microstructure | Informationsökonomik | Economics of information | Aktienmarkt | Stock market | Schätzung | Estimation | Insiderhandel | Insider trading |
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