Author:
Ascioglu Asli,Comerton-Forde Carole,McInish Thomas H.
Subject
Economics and Econometrics,Finance
Reference16 articles.
1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
2. Stealth trading in options markets;Anand;Journal of Financial and Quantitative Analysis,2007
3. Stealth trading and volatility;Barclay;Journal of Financial Economics,1993
4. Intraday stealth trading: which trades which trades move prices during high volume?;Blau;Journal of Financial Research,2009
5. Caught on tape: predicting institutional ownership with order flow data;Campbell,2004
Cited by
25 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献