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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Chang, Sanders S."
~subject:"Securities trading"
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Securities trading
Asymmetric information
2
Asymmetrische Information
2
Economics of information
2
Informationsökonomik
2
Informed trading
2
Theorie
2
Theory
2
Wertpapierhandel
2
Adverse Selektion
1
Adverse selection
1
Bid-ask spread
1
Bid-ask spreads
1
Börsenkurs
1
Capital income
1
Contrarian trades
1
Firm-specific return variation
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Geld-Brief-Spanne
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High-frequency
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Kapitaleinkommen
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Price discovery
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Price non-synchronicity
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Private information
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Chang, Sanders S.
Chen, Haiqiang
2
Garvey, Ryan
2
Rhee, S. Ghon
2
Wang, F. Albert
2
Yang, J. Jimmy
2
Aitken, Michael J.
1
Aldrich, Eric M.
1
Aragon, George O.
1
Banerjee, Ashok
1
Bekiros, Stelios D.
1
Blocher, Jesse
1
Bui, Dien Giau
1
Cenesizoglu, Tolga
1
Chakrabarty, Bidisha
1
Chan, Kam C.
1
Chang, Lenisa V.
1
Chang, Rosita P.
1
Chao, Hsiao-ying
1
Charoenwong, Charlie
1
Chen, Chin-Ho
1
Chen, Clara Chia-Sheng
1
Chen, Haoming
1
Chen, Marie
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Chiu, Junmao
1
Chou, Robin K.
1
Clapham, Benjamin
1
Collver, Charles
1
Coppejans, Mark
1
Dieckmann, Stephan
1
Dierkes, Maik
1
Ding, David K.
1
Dionne, Georges
1
Domowitz, Ian
1
Dungey, Mardi H.
1
Foley, Sean
1
French, Joseph J.
1
Frijns, Bart
1
Fung, Scott
1
Furfine, Craig H.
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Journal of empirical finance
Journal of financial markets
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Adverse selection and the presence of informed trading
Chang, Sanders S.
;
Wang, F. Albert
- In:
Journal of empirical finance
33
(
2015
),
pp. 19-33
Persistent link: https://www.econbiz.de/10011556834
Saved in:
2
A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.
;
Chang, Lenisa V.
;
Wang, F. Albert
- In:
Journal of empirical finance
29
(
2014
),
pp. 80-94
Persistent link: https://www.econbiz.de/10011300503
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