A Computing Bias in Estimating the Probability of Informed Trading - Supplement
| Year of publication: |
2011
|
|---|---|
| Authors: | Lin, Hsiou-Wei William |
| Other Persons: | Ke, Wen-Chyan (contributor) |
| Publisher: |
[2011]: [S.l.] : SSRN |
| Subject: | Systematischer Fehler | Bias | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Schätztheorie | Estimation theory |
| Description of contents: |
This document is the supplement of the paper, titled "A Computing Bias in Estimating the Probability of Informed Trading," which now has been conditionally accepted by the Journal of Financial Markets
|
freely available
| Extent: | 1 Online-Ressource (10 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2009 erstellt |
| Other identifiers: | 10.2139/ssrn.1500828 [DOI] |
| Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C13 - Estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013134226