Searching for informed traders in stock markets : the case of Banco Popular
Jorge V. Pérez-Rodríguez, Simón Sosvilla-Rivero, Julián Andrada-Felix, Emilio Gómez-Déniz
| Year of publication: |
2022
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|---|---|
| Authors: | Pérez Rodríguez, Jorge V. ; Sosvilla-Rivero, Simón ; Andrada Félix, Julián ; Gómez-Déniz, Emilio |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-14
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| Subject: | Asymmetric information | Bank failure | High-frequency data | Probability of informed trading | Probability of symmetric order-flow shocks | Asymmetrische Information | Aktienmarkt | Stock market | Bankinsolvenz | Theorie | Theory | Wertpapierhandel | Securities trading | Schock | Shock | Schätzung | Estimation | Informationsverhalten | Information behaviour | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101791 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014225744