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Johnson, Travis L.'s
Scholarly Papers
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Total Downloads
474 |
Total
Citations
10 |
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1.
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Johnson, Travis L. The University of Texas at Austin - Department of Finance So, Eric C. Massachusetts Institute of Technology (MIT) - Sloan School of Management
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25 Jul 10
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Last Revised:
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07 Jan 13
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331
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Options, Volume, Microstructure, Short Sale Costs
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Johnson, Travis L. The University of Texas at Austin - Department of Finance So, Eric C. Massachusetts Institute of Technology (MIT) - Sloan School of Management
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143
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information asymmetry, PIN, informed trade, options, microstructure, bid-ask spreads, volatility
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