UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Liquidity shocks and intraday price reaction Journal article
Tao Chen. Liquidity shocks and intraday price reaction[J]. Journal of Financial Research, 2023, 46(2), 573-599.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.5/2.0 | Submit date:2022/07/28
Liquidity Shocks  Price Impact  Uninformed Traders  Intraday Market Efficiency  
The price impact of trade-size clustering: Evidence from an intraday analysis Journal article
Tao Chen. The price impact of trade-size clustering: Evidence from an intraday analysis[J]. Journal of Business Research, 2019, 101, 300-314.
Authors:  Tao Chen
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:10.5/11.2 | Submit date:2019/12/02
Trade Size  Non-round Size  Price Impact  Clustering