A PIN per day shows what news convey : the intraday probability of informed trading
Year of publication: |
November 2016
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Authors: | Pöppe, Thomas ; Aitken, Michael J. ; Schiereck, Dirk ; Wiegand, Ingo |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 4, p. 1187-1220
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Subject: | Capital markets | Probability of informed trading | Information asymmetry | High-frequency trading | Insider trading regulation | Asymmetrische Information | Asymmetric information | Insiderhandel | Insider trading | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Elektronisches Handelssystem | Electronic trading |
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