The accuracy of spread decomposition models in capturing informed trades: Evidence from the London Stock Exchange and behavioural implications

Andros Gregoriou, Mark Rhodes

Centre for Change, Entrepreneurship and Innovation Management

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

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Andros Gregoriou
- A.Gregorioubrighton.acuk
- School of Business and Law - Professor in Finance
- Law, Society and Justice Research and Enterprise Group
- Centre for Change, Entrepreneurship and Innovation Management
Person: Academic