Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Year of publication: |
2020
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Authors: | Tiniç, Murat ; Altay-Salih, Aslihan |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 13, p. 1446-1459
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Subject: | asset pricing | borsa istanbul | Information asymmetry | market microstructure | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Türkei | Turkey | CAPM | Börse | Bourse | Schätzung | Estimation | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
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