haku: @author Lin, Y.-M. / yhteensä: 1
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Tekijä: | Lin, Y.-M. Wang, T. |
Otsikko: | The effect of sequential information releases on trading volume and price behaviour |
Lehti: | Accounting and Business Research
2001 : SPRING, VOL. 31:2, p. 119-132 |
Asiasana: | trade trading trading volumes pricing price policy |
Kieli: | eng |
Tiivistelmä: | How does the relevation of information influences the price change as well as the trading behaviour of market participants in a multiperiod setting? It is shown that no informed trading takes place when there is no supply shock. However, when net supply contains random shocks, trading volume consists of noise and informed trading, both of which can be estimated. |
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