Informed trade, uninformed trade and stock price delay
Author:
Affiliation:
1. Faculty of Business and Economics, Macquarie University, Sydney, Australia
2. School of Business, Western Sydney University, Sydney, Australia
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1412075
Reference49 articles.
1. What does PIN identify? Evidence from the T-bill market
2. The characteristics of informed trading: Implications for asset pricing
3. Imperfect Competition among Informed Traders
4. Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns
5. Informed and uninformed trading in the EUR/PLN spot market
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1. MARKET FRICTION AND PRICE DELAY: A CONCEPTUAL ASSESSMENT;Erciyes Akademi;2023-09-30
2. Does Disclosure Lead to Lower Informed Trading and Symmetric Order-follow Shocks in the Tehran Stock Exchange?;Journal of Research in Economic Modeling;2020-08-01
3. Estimating the Dynamics of Information Risk at the Tehran Stock Exchange;Journal of Research in Economic Modeling;2018-09-01
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