Measuring the Information Content of Stock Trades

• 1 March 1991
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 46  (1) , 179-207
• https://doi.org/10.2307/2328693

Abstract

Keywords

• INFORMATION ASYMMETRIES
• STOCK TRADES
• PRICE IMPACT
• MEASURED
• SECURITY TRADES
• QUOTE REVISIONS