Correlation of order flow and the probability of informed trading
Harald Henke
| Year of publication: |
2004
|
|---|---|
| Authors: | Henke, Harald |
| Publisher: |
Frankfurt (Oder) : Univ., Dep. of Economics |
| Subject: | Wertpapierhandel | Securities trading | Auftragseingang | New orders | Marktmikrostruktur | Market microstructure | Asymmetrische Information | Asymmetric information | Schätzung | Estimation | Theorie | Theory | USA | United States |
| Extent: | 25 S graph. Darst |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt, O., ISSN 1617-6014, ZDB-ID 2084920-5. - Vol. 2004,25 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.wiwi.euv-frankfurt-o.de/gk-wiwi/papers/p252004.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002464553