Estimation of time-varying adjusted probability of informed trading and probability of symmetric order-flow shock
Year of publication: |
2013
|
---|---|
Authors: | Preve, Daniel ; Tse, Yiu Kuen |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 7, p. 1138-1152
|
Subject: | Anlageverhalten | Behavioural finance | Informationsverhalten | Information behaviour | Intertemporale Entscheidung | Intertemporal choice | Börsenkurs | Share price |
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