Estimation of the Probability of Informed Trading Models Via an Expectation-Conditional Maximization Algorithm
Year of publication: |
[2022]
|
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Authors: | Ghachem, Montasser ; Ersan, Oguz |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 23, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4117952 [DOI] |
Classification: | C13 - Estimation ; c38 ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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