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Time-varying informed and uninformed trading activities

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  • Lei, Qin
  • Wu, Guojun
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 8 (2005)
    Issue (Month): 2 (May)
    Pages: 153-181

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    Handle: RePEc:eee:finmar:v:8:y:2005:i:2:p:153-181

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    References

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    Cited by:
    1. Sait Ozturk & Michel van der Wel, 2014. "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers 14-027/III, Tinbergen Institute.
    2. Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
    3. Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012. "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," DOCUMENTOS DE TRABAJO CIEF 010669, UNIVERSIDAD EAFIT.

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