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1
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
2
Pinning down an effective measure for probability of informed trading
Petchey, James
;
Wee, Marvin
;
Yang, Wenling
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
Saved in:
3
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
4
Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Ormos, Mihály
;
Timotity, Dusán
- In:
Finance research letters
19
(
2016
),
pp. 60-66
Persistent link: https://www.econbiz.de/10011657448
Saved in:
5
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
6
Does
PIN
measure information? : informed trading effects on returns and liquidity in six emerging markets
Agudelo, Diego A.
;
Giraldo, Santiago
;
Villarraga, Edwin
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 149-161
Persistent link: https://www.econbiz.de/10011572419
Saved in:
7
Optimal liquidation and adverse selection in dark pools
Kratz, Peter
;
Schöneborn, Torsten
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 177-210
Persistent link: https://www.econbiz.de/10011969158
Saved in:
8
Informed trading, institutional trading, and spread
Dey, Malay K.
;
Radhakrishna, B.
- In:
Journal of economics and finance
39
(
2015
)
2
,
pp. 288-307
Persistent link: https://www.econbiz.de/10011471095
Saved in:
9
Does the probability of informed trading model fit empirical data?
Quan Gan
;
Wang Chun Wei
;
Johnstone, David
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10011656854
Saved in:
10
Informed trading in parallel bond markets
Paiardini, Paola
- In:
Journal of financial markets
26
(
2015
),
pp. 103-121
Persistent link: https://www.econbiz.de/10011477282
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