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Informed trading and liquidity in the Shanghai Stock Exchange · Study

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ArticleInformed trading and liquidity in the Shanghai Stock Exchange

Woon K. Wong2008

OA

Articlegreen2008

Informed trading and liquidity in the Shanghai Stock Exchange

Woon K. Wong · Dijun Tan · Yixiang Tian

20 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 1988A Theory of Intraday Patterns: Volume and Price Variability 1987Price, trade size, and information in securities markets 1991Measuring the Information Content of Stock Trades 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data 1996Liquidity, Information, and Infrequently Traded Stocks 1988Liquidity and Market Structure 1996Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

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2020Measuring liquidity in Indian stock market: A dimensional perspective

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Year2008

Typearticle

Published2008-11-26

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2008.11.002

openalex_workW3121896967

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