Pinning down an effective measure for probability of informed trading
James Petchey, Marvin Wee, Joey Yang
| Year of publication: |
December 2016
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|---|---|
| Authors: | Petchey, James ; Wee, Marvin ; Yang, Wenling |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 40.2016, part B, p. 456-475
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| Subject: | Probability of informed trading | Autoregressive conditional duration | Insider trading | M&A announcements | Insiderhandel | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2016.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712277