Information based trade, the PIN variable, and portfolio style differences : evidence from Tokyo stock exchange firms
Year of publication: |
2009
|
---|---|
Authors: | Kubota, Keiichi ; Takehara, Hitoshi |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 17.2009, 3, p. 319-337
|
Subject: | CAPM | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Japan |
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