High-Frequency Measures of Informed Trading and Corporate Announcements
Author:
Affiliation:
1. The Anderson School, University of California at Los Angeles; and Manchester Business School, The University of Manchester
2. School of Management, University (SUNY) at Buffalo
3. The Anderson School, University of California at Los Angeles
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/6/2326/24833108/hhy005.pdf
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