Informed trading, institutional trading, and spread
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DOI: 10.1007/s12197-012-9249-4
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Cited by:
- Yang, Ann Shawing, 2020. "Misinformation corrections of corporate news: Corporate clarification announcements," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
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Keywords
PIN; Institutional trading; Spread decomposition; Liquidity; G19;All these keywords.
JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
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