What does PIN identify? Evidence from the T-bill market
Year of publication: |
2012
|
---|---|
Authors: | Akay, Ozgur ; Cyree, Ken B. ; Griffiths, Mark D. ; Winters, Drew B. |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 15.2012, 1, p. 29-46
|
Publisher: |
Elsevier |
Subject: | PIN | Liquidity | Asymmetric information | Informed trading |
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