Clustering of intraday order-sizes by uninformed versus...

Journal of Banking & Finance 2014 / 04 Vol. 41

Clustering of intraday order-sizes by uninformed versus informed traders

Garvey, Ryan, Wu, Fei
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Volume:
41
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2014.01.026
Date:
April, 2014
File:
PDF, 1.07 MB
english, 2014
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