Do prices reveal the presence of informed trading?
收藏NBER2012-10-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w18452
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资源简介:
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D
提供机构:
美国国家经济研究局
创建时间:
2012-10-01



