مرکز منطقه ای اطلاع رساني علوم و فناوري - Long-lived information and intraday patterns

Title of article :

Long-lived information and intraday patterns

Author/Authors :

Kerry Back، نويسنده , , Hal Pedersen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

385

To page :

402

Keywords :

Kyle model , market microstructure , Insider trading , Noise trading , Volatility

Journal title :

Journal of Financial Markets

Serial Year :

1998

Journal title :

Journal of Financial Markets

Record number :

189361

Link To Document :