Estimating probability of informed trading on the Bucharest stock exchange
Year of publication: |
2016
|
---|---|
Authors: | Cepoi, Cosmin Octavian ; Toma, Filip Mihai |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 2, p. 140-160
|
Subject: | probability of informed trading | market microstructure | liquidity | volatility | macroeconomic variables | information asymmetry | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Volatilität | Volatility | Wertpapierhandel | Securities trading | Theorie | Theory | Börse | Bourse |
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