Dynamic probability of informed trading and price movements : evidence from the CSI300 index futures market
Yan Yan and Ouyang Hongbing
| Year of publication: |
2018
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|---|---|
| Authors: | Yan, Yan ; Ouyang, Hongbing |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 14, p. 998-1003
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| Subject: | bulk volume classification | DPIN | index futures | informed trading probability | price movements | Index-Futures | Index futures | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1391990 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131668