ESTIMATION OF TIME‐VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER‐FLOW SHOCK
Year of publication: |
2013
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Authors: | Preve, Daniel ; Yiu‐Kuen Tse |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 28.2013, 7, p. 1138-1152
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
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