Adverse Selection and Large Trade Volume: The Implications for Market Efficiency

1992-06-01articleJournal of Financial and Quantitative Analysis134 citationsclosed

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Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

Abstract

David Easley, Maureen O'Hara, Adverse Selection and Large Trade Volume: The Implications for Market Efficiency, The Journal of Financial and Quantitative Analysis, Vol. 27, No. 2 (Jun., 1992), pp. 185-208

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References

1985Continuous Auctions and Insider Trading

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