This research is concerned in particular with the role of trading intensity in the information dissemination. Various theoretical models suggest a possible role for the time between trades and information dissemination. They suggest that long durations between trades are likely to be associated with bad news; or that high trading intensity is an indication of a larger presence of informed traders; or that the uninformed traders will also be more active when many informed traders are present; while one study argues the opposite.
|Short title||An empirical analysis of trading intensity and information dissemination|
|Effective start/end date||1/09/99 → 1/09/03|
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