Whose trades convey information? Evidence from a cross-section of traders

Journal of Financial Markets

Volumn 13, Issue 1, 2010, Pages 101-128

  Menkhoff, Lukas ^a   Schmeling, Maik ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Foreign exchange; Informed trading; Market microstructure; Trade size

Indexed keywords

EID: 70450285111     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2009.08.001     Document Type: Article

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