“Trade size and informed trading: Which trades are 'Big'?”
Journal of Financial Research
Volume
28
Issue
1
Journal Articles
Accountancy
2005
Heflin, F. and K. Shaw. 2005. “Trade size and informed trading: Which trades are 'Big'?” Journal of Financial Research XXVIII (1): 133-163. https://doi.org/10.1111/j.1475-6803.2005.00118.x