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Estimating the proportion of informed and speculative traders in financial markets : evidence from exchange rate

Tsai, Ping-Chen; Tsai, Chi-Ming - In: Journal of economic interaction and coordination 16 (2021) 3, pp. 443-470

Persistent link: https://www.econbiz.de/10012547028

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Financial markets performance : theory and empirical evidence

Marquardt, Dirk Steffen - 1998

Persistent link: https://www.econbiz.de/10000671527

Information model inference from asset price dynamics

Owens, John P. - 2003

Persistent link: https://www.econbiz.de/10003385454

Decision rules and their influence on asset prices

Trifan, Emanuela (contributor) - 2004

This paper develops a market microstructure model with asymmetric information in order to quantify the influence which practical decision rules have on asset process. The users of practical decision rules have incomplete information at their disposal and trade in a market with both fully...