We gratefully acknowledge the comments we received from the seminar participants at the University of Connecticut and the Indian Institute of Management Calcutta. We thank NYSE for making the TORQ data available to us, B. Radhakrishna for his help with the TORQ data and Xin Tong for her assistance during the final revision of the paper. We sincerely thank the referee for countless suggestions for improving the paper. We are responsible for any remaining errors in the paper.
Information Content in Small and Large Trades
Article first published online: 7 JUL 2011
© 2011 The Authors Economic Notes © 2011 Banca Monte dei Paschi di Siena SpA.
Volume 40, Issue 1-2, pages 45–74, February / July 2011
How to Cite
Dey, . M. K., Stern, H. and Zhang, H. (2011), Information Content in Small and Large Trades. Economic Notes, 40: 45–74. doi: 10.1111/j.1468-0300.2011.00232.x
- Issue published online: 18 JUL 2011
- Article first published online: 7 JUL 2011
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!