Using high-frequency transaction data to estimate the probability of informed trading
Anthony Tay; Christopher Ting; Yiu Kuen Tse; Mitch Warachka
| Year of publication: |
2009
|
|---|---|
| Authors: | Tay, Anthony S. A. ; Ting, Christopher ; Tse, Yiu Kuen ; Warachka, Mitch |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 3, p. 288-311
|
| Subject: | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Handelsvolumen der Börse | Trading volume |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003884192