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~isPartOf:"Journal of empirical finance"
~person:"Chang, Sanders S."
~person:"Daniel, Kent"
~subject:"Theory"
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Chang, Sanders S.
Daniel, Kent
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Journal of empirical finance
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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
Saved in:
2
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:
3
The power and size of mean reversion tests
Daniel, Kent
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 493-535
Persistent link: https://www.econbiz.de/10001655351
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