High-Frequency Measures of Informed Trading and Corporate Announcements

Michael Brennan, Sahn-Wook Huh, Avanidhar Subrahmanyam

Research output: Contribution to journal › Article › peer-review

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@article{7456beeac67a47ff8c9e79adea4e5045,

title = "High-Frequency Measures of Informed Trading and Corporate Announcements",

author = "Michael Brennan and Sahn-Wook Huh and Avanidhar Subrahmanyam",

year = "2018",

month = jun,

doi = "10.1093/rfs/hhy005",

language = "English",

volume = "31",

pages = "2326--2376",

journal = "Review of Financial Studies",

issn = "0893-9454",

publisher = "Oxford University Press",

number = "6",

}