Do Prices Reveal the Presence of Informed Trading?
نویسندگان
چکیده
منابع مشابه
Adverse selection and the presence of informed trading ¬リニ
Article history: Received 2 March 2015 Received in revised form 19 May 2015 Accepted 26 May 2015 Available online 9 June 2015 Wecombine two concepts of informed trading – contrarian trades and stealth trading – to develop proxies for the probability of informed trading. These proxies are used to test the link between informed trading and adverse selection asmeasuredbybid–ask spreads and stock i...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2023629