Intermarket sweep order trade size clustering around corporate announcements Article

Vinh, Huy Nguyen, Holowczak, Richard, Mishra, Suchismita. (2019). Intermarket sweep order trade size clustering around corporate announcements . APPLIED ECONOMICS, 51(48), 5258-5267. 10.1080/00036846.2019.1612029

keywords

  • Business & Economics
  • Economics
  • INFORMATION ASYMMETRY
  • Intermarket sweep orders
  • Social Sciences
  • VOLUME
  • corporate announcement
  • trade size clustering

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 5258

end page

  • 5267

volume

  • 51

issue

  • 48