The Other Side of the Trading Story: Evidence from NYSE
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References listed on IDEAS
- Hasbrouck, Joel, 1991. " Measuring the Information Content of Stock Trades," Journal of Finance, American Finance Association, vol. 46(1), pages 179-207, March.
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More about this item
Keywordsliquidity trade; informed trades;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-30 (All new papers)
- NEP-FMK-2008-07-30 (Financial Markets)
- NEP-MST-2008-07-30 (Market Microstructure)
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