MODELOS DE ESTIMACION DE LA PROBABILIDAD DE NEGOCIACION INFORMADA: UNA COMPARACION METODOLOGICA EN EL MERCADO ESPAÑOL
Year of publication: |
2005-04
|
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Authors: | Abad, David ; Rubia, Antonio |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Información asimétrica | selección adversa | probabilidad de negociación informada | PIN Asymmetric information | adverse selection | probability of informed trading | PIN |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | Spanish |
Notes: | Published by Ivie 37 pages |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C52 - Model Evaluation and Testing ; D82 - Asymmetric and Private Information |
Source: |
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ESTIMATING THE PROBABILITY OF INFORMED TRADING: FURTHER EVIDENCE FROM AN ORDER-DRIVEN MARKET
Abad, David, (2004)
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María, Mauricio Santa, (2009)
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Estimating the Probability of Informed Trading
Nyholm, Ken, (2001)
- More ...
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ESTIMATING THE PROBABILITY OF INFORMED TRADING: FURTHER EVIDENCE FROM AN ORDER-DRIVEN MARKET
Abad, David, (2004)
-
- EVALUATION OF THE FIXING TRADING SYSTEM IN THE SPANISH MARKET
Abad, David, (1999)
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Abad, David, (2005)
- More ...