How do quotes and prices evolve around isolated informed trades?

A. Inci () and H. Seyhun ()

Journal of Economics and Finance, 2012, vol. 36, issue 2, pages 499-519

Keywords: Informed Trading; Market Microstructure; Intraday Order Flows; G14; D82; D83 (search for similar items in EconPapers)
Date: 2012
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