Estimating the probability of informed trading : A Bayesian approach
Jim Griffin, Jaideep Oberoi, Samuel D. Oduro
| Year of publication: |
2021
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|---|---|
| Authors: | Griffin, Jim ; Oberoi, Jaideep ; Oduro, Samuel D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-22
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| Subject: | PIN | software | Bayesian estimation | information asymmetry risk | robust estimation | Asymmetrische Information | Asymmetric information | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schätzung | Estimation | Robustes Verfahren | Robust statistics | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Software | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819606