Day Traders, Noise, and Cost of Immediacy
收藏NBER2023-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31127
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资源简介：
We identify different roles traders play using data with trader identities for all transactions in SENSEX-index stocks on the Bombay Stock Exchange from January 2005 to December 2011. Individual day traders (IDT) are identified as noise traders, who play an important role in the market
提供机构：
美国国家经济研究局
创建时间：
2023-04-01
