Information Content in Small and Large Trades

Author(s)

Malay K. Dey
Hal Stern
Hongmei Zhang, University of South Carolina - ColumbiaFollow

Document Type

Article

Publication Info

Published in Economic Notes, Volume 40, Issue 1/2, 2011, pages 45-74.

Rights

Dey, M. K., Stern, H., Zhang, H. (2011). Information content in small and large trades. Economic Notes, 40(1/2), 45-74.

© Economic Notes, 2011, Wiley-Blackwell