High-Frequency Measures of Informed Trading and Corporate...

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Review of Financial Studies 2018 / 01

High-Frequency Measures of Informed Trading and Corporate Announcements

Brennan, Michael J, Huh, Sahn-Wook, Subrahmanyam, Avanidhar
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Language:
english
Journal:
The Review of Financial Studies
DOI:
10.1093/rfs/hhy005
Date:
January, 2018
File:
PDF, 334 KB
english, 2018
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