Endogenous informed trading in the presence of trading costs : theory and evidence
Year of publication: |
1999
|
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Authors: | Cho, Jin-wan ; Shin, Jhinyoung ; Singh, Rajdeep |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 2.1999, 3, p. 273-305
|
Subject: | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Signalling | Informationswert | Information value | Lag-Modell | Lag model | Theorie | Theory |
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