✦ LIBER ✦

Price, trade size, and information revelation in multi-period securities markets

✍ Scribed by Han N. Ozsoylev; Shino Takayama

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

MARKET POWER AND INFORMATION REVELATION

✍ Piero Gottardi; Roberto Serrano 📂 Article 📅 2005 🏛 MIT Press 🌐 English ⚖ 229 KB

Trade Size and Information-Motivated Tra

✍ Jason Lee and Cheong H. Yi 📂 Article 📅 2001 🏛 School of Business Administration, University of W 🌐 English ⚖ 365 KB

Price Movements, Information, and Liquid

✍ Antoine Giannetti; Stephen J. Larson; Chun I. Lee; Jeff Madura 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 107 KB

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Price discovery and trade fragmentation

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The relation of trade size and price con

✍ James A. Ligon; Hao-Chen Liu 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 400 KB