SSRN Electronic Journal · 2006 · 36 citations · 115 references
Social SciencesEconomicsEconometricsFinancial EconomicsMonetary EconomicsExchange Rate DeterminationExchange RatesForeign Exchange MarketsMonetary PolicyCurrency InterventionForeign InterventionOrder Flow DynamicsOrder Flow EffectsPrice Impact EstimationTransactions
115
Measuring the Information Content of Stock Trades
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