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Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009231516

Informed traders' arrival in foreign exchange markets : does geography matter?

Gençay, Ramazan; Gradojevic, Nikola; Olsen, Richard; … - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1431-1462

Persistent link: https://www.econbiz.de/10011377058

Three essays in financial economics

Jurkatis, Simon Willi - 2018

Persistent link: https://www.econbiz.de/10012169133

Inferring trader behavior from transaction data : a trade count model

Jackson, David - In: Journal of economics and finance 31 (2007) 3, pp. 283-301

Persistent link: https://www.econbiz.de/10003691048

Good (Bad) News and the Probability of Informed Trading : Evidence from Illegal Insider Trading

Su, Shunyu; Sha, Yezhou - 2023

We present a closed-form solution connecting the probability of informed trading (PIN) to the overlooked parameter that signaling private information is good or bad. Estimating PIN using illegal insider trading data, we find it sensitive to the certainty of positive private information in...

Persistent link: https://www.econbiz.de/10014357364