Zhang Hongmei

affiliation not provided to SSRN

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Information Content in Small and Large Trades

Economic Notes, Forthcoming
Number of pages: 45 Posted: 24 Apr 2011
Malay K. Dey, Hal S. Stern and Zhang Hongmei
Cornell University, University of California, Irvine - Department of Statistics and affiliation not provided to SSRN
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Abstract:

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PIN, Trade Size, Institutional trading, Mixture model