Acknowledgments: We would like to thank two anonymous referees, J. B. Chay, and Ken Iwatsubo for their helpful comments during the preparation of this manuscript. All errors are our own.
Do Informed Traders Trade More When the Market Is Thick? Evidence from the Nikkei 225 Index Redefinition of April 2000*
Article first published online: 30 JUL 2010
© 2010 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 39, Issue 4, pages 495–523, August 2010
How to Cite
Ahn, H.-J., Cai, J. and Chung, J. M. (2010), Do Informed Traders Trade More When the Market Is Thick? Evidence from the Nikkei 225 Index Redefinition of April 2000. Asia-Pacific Journal of Financial Studies, 39: 495–523. doi: 10.1111/j.2041-6156.2010.01021.x
- Issue published online: 30 JUL 2010
- Article first published online: 30 JUL 2010
- Received 2 April 2010; Accepted 5 June 2010
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.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
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!