Informed trading and portfolio returns

Review of Economic Studies

Volumn 80, Issue 1, 2013, Pages 35-72

  Boulatov, Alex ^a   Hendershott, Terrence ^b   Livdan, Dmitry ^b  

^a UNIVERSITY OF HOUSTON   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Information asymmetry; Learning; Market efficiency; Strategic trading

Indexed keywords

ASYMMETRIC INFORMATION; AUTOCORRELATION; LEARNING; MARKET; MODELING; TRADE;

EID: 84873578990     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1093/restud/rds020     Document Type: Article

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