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Admati And Pfleiderer-A Theory Of Intraday Patterns – Volume And Price Variability

Admati And Pfleiderer-A Theory Of Intraday Patterns – Volume And Price Variability
Admati And Pfleiderer-A Theory Of Intraday Patterns – Volume And Price Variability

Price Variability This article develops a theory in which concentrated- trading patterns arise endogenously as a result of the strategic behavior of liquidity traders and informed traders. Our results provide a partial explanation for some of the recent empirical findings concerning the patterns of volume and price variability in intraday transaction data sadeghiyan  

Price Variability

lprofits-basics-of-forex300v3This article develops a theory in which concentrated-

trading patterns arise endogenously as a result of the strategic behavior of liquidity traders and informed traders.

Our results provide a partial explanation for some of the recent empirical findings concerning the patterns of volume and

price variability in intraday transaction data

sadeghiyan

 

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  • عنوان مقاله : ...Admati And Pfleiderer-A Theory Of
  • نوع فایل : PDF
  • حجم فایل : 600 کیلوبایت

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