Title of article :
Information-based trading, price impact of trades, and trade autocorrelation
Author/Authors :
Kee H. Chung، نويسنده , , Mingsheng Li، نويسنده , , Thomas H. McInish، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
25
From page :
1645
To page :
1669
Keywords :
Quote revisions , Asymmetric information , Price impact , Trade autocorrelation
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193748
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193748
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