An empirical investigation of trading on asymmetric information and heterogeneous prior beliefs

Author:

Brockman Paul,Chung Dennis Y.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Inter-and intra-day liquidity patterns on the Stock Exchange of Hong Kong;Brockman;Journal of International Financial Markets, Institutions and Money,1998

2. Trading volume and serial correlation in stock returns;Campbell;Quarterly Journal of Economics,1993

3. Commonality in liquidity;Chordia;Journal of Financial Economics,2000

4. The stochastic behavior of common stock variances;Christie;Journal of Financial Economics,1982

5. Liquidity, information, and infrequently traded stocks;Easley;Journal of Finance,1996

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