A PIN per day shows what news convey : the intraday probability of informed trading
Thomas Pöppe, Michael Aitken, Dirk Schiereck, Ingo Wiegand
| Year of publication: |
November 2016
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| Authors: | Pöppe, Thomas ; Aitken, Michael J. ; Schiereck, Dirk ; Wiegand, Ingo |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 4, p. 1187-1220
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| Subject: | Capital markets | Probability of informed trading | Information asymmetry | High-frequency trading | Insider trading regulation | Insiderhandel | Insider trading | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0535-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596226