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University of Oklahoma - Division of Finance
in Total Papers Downloads
Sentiment strategy, profitability, investor sentiment, risk factor
Informed Trading, Options Market, Merger Announcements
volatility spread, earnings response coefficient
Merger Announcements, Option Trading, Insider Trading, SEC
Liquidity Trading, Insider Trading, PIN
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File name: EUFM.
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time varying, liquidity trading, insider trading
Investor Attention, Volume Spikes, Attention Portfolios, Abnormal Returns
Insider Trading, VWAP, Transaction Costs, Trading Alpha, Investment Style
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