M.H. Hsieh

National Sun Yat-sen University

70 Lien-hai Rd.

Kaohsiung, 80743

Taiwan

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Scholarly Papers (1)

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The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market

Number of pages: 24 Posted: 19 Oct 2001
Tai Ma, M.H. Hsieh and J.H. Chen
National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
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Citation 2

Abstract:

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probability of informed trading, liquidity, efficiency, volatility