An improved estimation method and empirical properties of the probability of informed trading
| Year of publication: |
2012
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|---|---|
| Authors: | Yan, Yuxing ; Zhang, Shaojun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 2, p. 454-468
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