A dynamic intraday measure of the probability of informed trading and firm-specific return variation

✍ Scribed by Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert

• Book ID: 122200030
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 541 KB
• Volume: 29
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2014.02.003