Asymmetric information and the distribution of trading volume

Author:

Lof MatthijsORCID,van Bommel Jos

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Business and International Management

Reference100 articles.

1. A theory of intraday patterns: volume and price variability;Admati;Rev. Financ. Stud.,1988

2. The calm before the storm;Akbas;J. Finance,2016

3. Asymptotics of the sample coefficient of variation and the sample dispersion;Albrecher;J. Statist. Plann. Inference,2010

4. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002

5. Asset pricing and the bid-ask spread;Amihud;Journal of financial Economics,1986

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