✦ LIBER ✦

Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns

✍ Scribed by Tarun Chordia; Bhaskaran Swaminathan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Trading Volume and Cross-Autocorrelation

✍ Tarun Chordia; Bhaskaran Swaminathan 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

Asymmetric information and stock return

✍ Dan Bernhardt; Reza S. Mahani 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Information, Trading Volume, and Interna

✍ Gagnon, Louis; Karolyi, G. Andrew 📂 Article 📅 2009 🏛 School of Business Administration, University of W 🌐 English ⚖ 192 KB

Causes of cross-autocorrelation in secur

✍ Terry L. Richardson; David R. Peterson 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 723 KB

The information spillover between stock

✍ Jack J.W. Yang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 131 KB

Dumping And Double Crossing: The (In)Eff

✍ Dobrin R. Kolev; Thomas J. Prusa 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 254 KB