Informed trading, market efficiency and volatility

DOI10.1016/J.ECONLET.2016.10.015zbMath1490.62326OpenAlexW2532599977MaRDI QIDQ1668632

Johnnie E. V. Johnson, David C. J. McDonald, Ming-Chien Sung

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/401433/1/volatility%2520efficiency%2520paper110816.docx

zbMATH Keywords

efficiencyvolatilityinformed trading

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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