An unbiased computation methodology for estimating the probability of informed trading (PIN)
Year of publication: |
July 2016
|
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Authors: | Ersan, Oguz ; Alıcı, Aslı |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 43.2016, p. 74-94
|
Subject: | Probability of informed trading | PIN | Cluster analysis | Boundary solution | Initial value determination | Market microstructure | Theorie | Theory | Marktmikrostruktur | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information |
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