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J-GLOBAL ID：201902201988272510   Reference number：19S1330306

The probability of informed trading measured with price impact, price reversal, and volatility

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Author (1)：
Kitamura, Yoshihiro

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(School of Social Sciences, Waseda University)

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Material：
Journal of International Financial Markets, Institutions and Money

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Volume： 42  Page： 77-90  Publication year： 2016 
JST Material Number： SCOPUS  ISSN： 1042-4431 
Country of issue： United Kingdom (GBR)  Language： English (EN)
Terms in the title (1)：
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ImPACT

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