Information-based trading, price impact of trades, and trade autocorrelation
| Year of publication: |
2005
|
|---|---|
| Authors: | Chung, Kee H. ; Li, Mingsheng ; Mcinish, Thomas H. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 7, p. 1645-1670
|