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Trade Timing,Price Volatility and Serial Correlation |
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| Authors: | Ming‐Chang Wang Lon‐Ping Zu |
| Institution: | 1. Department of Business Administration, National Chung Cheng University, , Taiwan;2. Department of Finance and Banking, Shih Chien University, , Taiwan |
| Abstract: | |
| Keywords: | asymmetric information informed trading price volatility rational expectations model serial correlation trade timing |