Price, trade size, and information revelation in multi-period securities markets
Year of publication: |
2009
|
---|---|
Authors: | Ozsoylev, Han N. ; Takayama, Shino |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 13.2010, 1, p. 49-76
|
Subject: | Marktmikrostruktur | Market microstructure | Asymmetrische Information | Asymmetric information | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread |
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