An unbiased computation methodology for estimating the probability of informed trading (PIN)
Oguz Ersan, Aslı Alıcı
| Year of publication: |
July 2016
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|---|---|
| Authors: | Ersan, Oguz ; Alıcı, Aslı |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 43.2016, p. 74-94
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| Subject: | Probability of informed trading | PIN | Cluster analysis | Boundary solution | Initial value determination | Market microstructure | Marktmikrostruktur | Wertpapierhandel | Securities trading | Clusteranalyse | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673499