Asymmetric information and stock return cross-autocorrelations

Economics Letters

Volumn 96, Issue 1, 2007, Pages 14-22

  Bernhardt, Dan ^a   Mahani, Reza S ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b GEORGIA STATE UNIVERSITY   (United States)

Author keywords

Asset pricing; Asymmetric information; Frictions; Lead lag; Micro structure

Indexed keywords

EID: 34249707943     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2006.12.004     Document Type: Article

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