Time-Varying Arrival Rates of Informed and Uninformed Trades DAVID E ASLEY, ROBERT F. E NGLE , M AUREEN O’H ARA , AND L IUREN W U∗ - BNET - Document - PDFSEARCH.IO

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	Time-Varying Arrival Rates of Informed and Uninformed Trades DAVID E ASLEY, ROBERT F. E NGLE , M AUREEN O’H ARA , AND L IUREN W U∗ Add to Reading List Document Date: 2009-05-21 17:41:43 Open Document File Size: 674,66 KB Share Result on Facebook Company Russell / New York Stock Exchange / / Currency AFN / / / Facility Cornell University / Fordham University / New York University / / IndustryTerm explores potential applications / / Organization Stern School of Business / Graduate School / School of Management / New York University / Department of Economics / Mit / Cornell University / Fordham University / / Person DAVID E ASLEY / ROBERT F. E NGLE / Robert Engle / Back / Mark Ready / David Easly / / / Position dynamic microstructure model of trading / strategic trader / Cao / / TVStation Kyle / / URL http / SocialTag Finance Technical analysis Volatility Futures contract Forecasting Mathematical finance Financial economics Statistics

Time-Varying Arrival Rates of Informed and Uninformed Trades DAVID E ASLEY, ROBERT F. E NGLE , M AUREEN O’H ARA , AND L IUREN W U∗Add to Reading List