Quality of PIN estimates and the PIN-return relationship
Year of publication: |
2014
|
---|---|
Authors: | Yan, Yuxing ; Zhang, Shaojun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 43.2014, p. 137-149
|
Subject: | Probability of informed trading | PIN-return relationship | Quality of PIN estimates | Schätztheorie | Estimation theory | Produktqualität | Product quality | Asymmetrische Information | Asymmetric information | Beziehungsmarketing | Relationship marketing | Wertpapierhandel | Securities trading | Schätzung | Estimation | Marktmikrostruktur | Market microstructure |
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