Bulk volume classification and information detection
Marios A. Panayides, Thomas D. Shohfi, Jared D. Smith
| Year of publication: |
2019
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|---|---|
| Authors: | Panayides, Marios A. ; Shohfi, Thomas D. ; Smith, Jared |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 103.2019, p. 113-129
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| Subject: | Bulk volume | Classification algorithms | Informed trading strategies | Klassifikation | Classification | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Algorithmus | Algorithm | Asymmetrische Information | Asymmetric information | Informationsökonomik | Economics of information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012163777