Information content of inter-transaction time : a structural approach
Year of publication: |
2015
|
---|---|
Authors: | Ryu, Doojin |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 16.2015, 4, p. 697-711
|
Subject: | information content | informed trading | inter-transaction time | KOSPI200 futures | market microstructure | structural model | Informationswert | Information value | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Zeit | Time |
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