Hongmei Zhang

affiliation not provided to SSRN

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Information Content in Small and Large Trades

Economic Notes, Vol. 40, Issue 1‐2, pp. 45-74, 2011,
Number of pages: 30 Posted: 19 Jul 2011
Malay K. Dey, Hal S. Stern and Hongmei Zhang
Financial Engineering Group, ITG Inc., University of California, Irvine - Department of Statistics and affiliation not provided to SSRN
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Abstract:

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