An analysis of trade-size clustering and its relation to stealth trading☆

• 1 May 2007
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 84  (2) , 435-471
• https://doi.org/10.1016/j.jfineco.2006.02.005

Abstract

Keywords

• D82
• G12
• G14
• TRADE-SIZE CLUSTERING
• STEALTH TRADING
• INFORMED TRADERS
• PRICE IMPACT