Frostburg, MD 21532
Frostburg State University
in Total Papers Citations
Informed Trading, Asset Pricing, Information Transmission, Information Risk, Information Uncertainty
Order flow, Market maker, Inventory concerns
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: FIRE.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
order flows, stock returns, market maker, inventory concerns
Probability of Information-based Trading (PIN), January effect, Institutional investor
Informed trade, firm-specific return variation, PIN
Stock Liquidity, Corporate Investment, Financial Constraints
Idiosyncratic Return Volatility, Price Interaction, Small Firm Effect
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.328 seconds