Day Traders, Noise, and Cost of Immediacy
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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
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美国国家经济研究局创建时间：
2023-04-01
