Showing 1 - 10 of 19
Persistent link: https://www.econbiz.de/10001658760
Persistent link: https://www.econbiz.de/10001658367
"We investigate the information content of inter- transaction time and find that it varies both across stocks and over time. On average, inter-transaction time is found to be informative whenever stocks are sufficiently traded. The magnitude of the information content is found to be larger for...
Persistent link: https://www.econbiz.de/10001761370
Persistent link: https://www.econbiz.de/10002049310
Persistent link: https://www.econbiz.de/10001652168
Persistent link: https://www.econbiz.de/10010723647
Persistent link: https://www.econbiz.de/10010723790
Persistent link: https://www.econbiz.de/10010723884
Persistent link: https://www.econbiz.de/10010724034
Persistent link: https://www.econbiz.de/10010724203