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Liquidity shocks and intraday price reaction Journal article
Journal of Financial Research, 2023
Authors:  Tao Chen
Favorite |  | TC[WOS]:0 TC[Scopus]: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
Journal of Business Research, 2019,Volume: 101,Page: 300-314
Authors:  Tao Chen
Favorite |  | TC[WOS]:7 TC[Scopus]:8 | Submit date:2019/12/02
Trade Size  Non-round Size  Price Impact  Clustering