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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  
Trade-size clustering and price efficiency Journal article
Tao Chen. Trade-size clustering and price efficiency[J]. Japan and the World Economy, 2019, 49, 195-203.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.3/1.3 | Submit date:2019/12/02
Size Clustering  Stealth Trading  Price Efficiency