Identifying Information Asymmetry in Securities Markets
Author:
Affiliation:
1. Jones Graduate School of Business and School of Social Sciences, Rice University
2. Jones Graduate School of Business, Rice University
3. City University of Hong Kong
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/6/2277/24833069/hhx133.pdf
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4. Reflecting on the VPIN dispute.;Andersen,;Journal of Financial Markets,2014
5. VPIN and the flash crash.;Andersen,;Journal of Financial Markets,2014
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