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Informed Trading and Portfolio Returns

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Publication:4610568
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DOI10.1093/RESTUD/RDS020zbMath1405.91539OpenAlexW2137566200MaRDI QIDQ4610568

Dmitry Livdan, Alex Boulatov, Terrence Hendershott

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6832e02998f43df48cef402ee82fc8e3638b6289


zbMATH Keywords

learningmarket efficiencyinformation asymmetrystrategic trading


Mathematics Subject Classification ID

Portfolio theory (91G10)


Related Items (2)

Market making with asymmetric information and inventory risk ⋮ Shareholder disputes and commonality in liquidity: evidence from the equity markets in China







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