Information-based trade in the Shanghai stock market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. Time-varying arrival rates of informed and uninformed trades;Easley;Journal of Financial Econometrics,2002
2. Is information risk a determinant of asset returns?;Easley;Journal of Finance,2002
3. Information and the cost of capital;Easley;Journal of Finance,2004
4. The cross-section of expected stock returns;Fama;Journal of Finance,1992
5. Risk, return and equilibrium: empirical tests;Fama;Journal of Political Economy,1973
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1. The information content of ETF options;Global Finance Journal;2022-08
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. Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market;Economic Modelling;2019-08
4. Does Low Price Synchronicity Mean More Informativeness in Stock Prices? Empirical Evidence on Information Integration Speed in the Chinese Stock Market;Emerging Markets Finance and Trade;2018-12-21
5. Estimating the Dynamics of Information Risk at the Tehran Stock Exchange;Journal of Research in Economic Modeling;2018-09-01
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