readme.lg.txt
Creators:
Wei Lin
;
Gloria González-Rivera
From the dataset abstract
Asymmetric information models of market microstructure claim that variables such as trading intensity are proxies for latent information on the value of financial assets. We consider the...
Source: Extreme returns and intensity of trading (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0f169e1b-357e-4ba8-b59d-f7a8e6e6951e/resource/dac7e537-d48a-4556-b2d6-d53fef517ee1/download/readme.lg.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
