ESTIMATION OF TIME‐VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER‐FLOW SHOCK

Year of publication:	2013
Authors:	Preve, Daniel ; Yiu‐Kuen Tse
Published in:	Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 28.2013, 7, p. 1138-1152
Publisher:	John Wiley & Sons, Ltd.

Type of publication:	Article
Research data:	https://doi.org/10.15456/jae.2022321.0712324357
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011006372