The probability of informed trading measured with price impact, price reversal, and volatility

The probability of informed trading measured with price impact, price reversal, and volatility
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DOI:
10.1016/j.intfin.2016.02.001
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发表时间:
2016-05
期刊:
Journal of International Financial Markets, Institutions and Money
影响因子:
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通讯作者:
Y. Kitamura
Y. Kitamura
中科院分区:
其他
文献类型:
--
作者:
Y. Kitamura

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