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An analysis of trade-size clustering and its relation to stealth trading

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  • Alexander, Gordon J.
  • Peterson, Mark A.

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  • Alexander, Gordon J. & Peterson, Mark A., 2007. "An analysis of trade-size clustering and its relation to stealth trading," Journal of Financial Economics, Elsevier, vol. 84(2), pages 435-471, May.
    • Handle: RePEc:eee:jfinec:v:84:y:2007:i:2:p:435-471
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    References listed on IDEAS

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    29. Peterson, Mark & Sirri, Erik, 2003. "Evaluation of the biases in execution cost estimation using trade and quote data," Journal of Financial Markets, Elsevier, vol. 6(3), pages 259-280, May.
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