NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Noise as Information for Illiquidity

Xing Hu, Jun Pan, Jiang Wang

NBER Working Paper No. 16468
Issued in October 2010

---- Acknowledgements -----

The authors thank Adrien Verdelhan for valuable discussions. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us