Improvements in estimating the probability of informed trading models
Tsung-Chi Cheng and Hung-Neng Lai
| Year of publication: |
2021
|
|---|---|
| Authors: | Cheng, Tsung-Chi ; Lai, Hung-neng |
| Subject: | Market microstructure | Maximum likelihood method | Mixture distribution | Probability of informed trading | Marktmikrostruktur | Schätztheorie | Estimation theory | Wertpapierhandel | Securities trading | Wahrscheinlichkeitsrechnung | Probability theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Informationsökonomik | Economics of information | Insiderhandel | Insider trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1800805 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500188