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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Yan, Yuxing"
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Search: subject_exact:"Estimation theory"
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PIN-return relationship
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Yan, Yuxing
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Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of risk and financial management : JRFM
The journal of risk model validation
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Quality of PIN estimates and the PIN-return relationship
Yan, Yuxing
;
Zhang, Shaojun
- In:
Journal of banking & finance
43
(
2014
),
pp. 137-149
Persistent link: https://www.econbiz.de/10010409000
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2
An improved estimation method and empirical properties of the probability of informed trading
Yan, Yuxing
;
Zhang, Shaojun
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009511306
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