✦ LIBER ✦

Information-based trading, price impact of trades, and trade autocorrelation

✍ Scribed by Kee H. Chung; Mingsheng Li; Thomas H. McInish

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Price impact asymmetry of futures trades

✍ Ryu, Doojin 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 424 KB

Information-Based Trading and Price Impr

✍ Kaun Y. Lee; Kee H. Chung 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB

Volume autocorrelation, information, and

✍ Vicentiu Covrig; Lilian Ng 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 238 KB

Informed trading, information uncertaint

✍ Yifan Chen; Huainan Zhao 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 310 KB

Herding and information based trading

✍ Rhea Tingyu Zhou; Rose Neng Lai 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 167 KB

Decimal Pricing and Information-Based Tr

✍ Xin Zhao; Kee H. Chung 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 164 KB