Skip to Main Content
Keywords: Informed traders
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Studies in Economics and Finance (2015) 32 (1): 74–97.
Published: 02 March 2015
... to test microstructure hypotheses. Design/methodology/approach – A Log-autoregressive conditional duration model was adopted to include the information on the traders’ identity at the transaction level. High-frequency data were used and how the informed traders and the liquidity provider affect...

or Create an Account

Close Modal
Close Modal