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person:"Bohl, Martin T."
~isPartOf:"University of St. Gallen Department of Economics working paper series 2003"
~language:"eng"
~language:"und"
~person:"Theissen, Erik"
~person:"Vives, Xavier"
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Informed trading
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market microstructure
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trade classification
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English
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Bohl, Martin T.
Theissen, Erik
Vives, Xavier
Grammig, Joachim
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School of Economics and Political Science, Universität St. Gallen
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University of St. Gallen Department of Economics working paper series 2003
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Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Grammig, Joachim
;
Theissen, Erik
-
School of Economics and Political Science, Universität …
-
2003
studies
using the EKOP methodology, we conclude that the bias may severely affect the results of empirical microstructure …
studies
. …
Persistent link: https://www.econbiz.de/10005200671
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