The information content of the trading process

Journal of Empirical Finance

Volumn 4, Issue 2-3, 1997, Pages 159-186

  Easley, David ^a   Kiefer, Nicholas M ^a   O'Hara, Maureen ^b  

^a Cornell University ^*  (United States)

^b SAS Institute Inc   (United States)

Author keywords

Market microstructure; Model estimation

Indexed keywords

EID: 0031161692     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00005-4     Document Type: Conference Paper

References (16)

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