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
复制标题
DOI:
10.1016/j.intfin.2016.02.001
复制
发表时间:
2016-05
期刊:
影响因子:
--
通讯作者:
Y. Kitamura
中科院分区:
文献类型:
--
作者:
Y. Kitamura