An empirical investigation of trading on asymmetric information and heterogeneous prior beliefs
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Cited by:
- Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Post-Print halshs-00544324, HAL.
- Jon A. Garfinkel & Jonathan Sokobin, 2006. "Volume, Opinion Divergence, and Returns: A Study of Post–Earnings Announcement Drift," Journal of Accounting Research, Wiley Blackwell, vol. 44(1), pages 85-112, March.
- Alexandre Aidov & Olesya Lobanova, 2021. "The Relation between Intraday Limit Order Book Depth and Spread," IJFS, MDPI, vol. 9(4), pages 1-13, November.
- Choi, Hae Mi, 2019. "Market uncertainty and trading volume around earnings announcements," Finance Research Letters, Elsevier, vol. 30(C), pages 14-22.
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