The information content of the trading process-Reference-Cited by-同舟云学术

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The information content of the trading process

Published:1997-06 Issue:2-3 Volume:4 Page:159-186
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Easley David,Kiefer Nicholas M.,O'Hara Maureen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Stealth trading;Barclay;Journal of Financial Economics,1993

2. Intraday trade in dealership markets;Berndardt,1993

3. One day in the life of a very common stock;Easley;Review of Financial Studies,1993

4. Price, trade size, and information in securities markets;Easley;Journal of Financial Economics,1987

5. Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model;Engle,1995

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