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  • Search: subject:"Probability of Informed Trading"
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Year of publication
Subject
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Securities trading 31 Wertpapierhandel 31 Probability of informed trading 27 Asymmetric information 26 Asymmetrische Information 26 Market microstructure 24 Marktmikrostruktur 21 Theorie 15 Theory 15 Aktienmarkt 14 Stock market 14 Börsenkurs 12 Share price 12 Liquidity 10 probability of informed trading 10 Information asymmetry 9 Insider trading 9 Insiderhandel 9 Economics of information 8 Informationsökonomik 8 Liquidität 7 Probability of informed trading (PIN) 7 liquidity 6 Bid-ask spread 5 Geld-Brief-Spanne 5 VPIN 5 Anlageverhalten 4 Behavioural finance 4 Cross-listing 4 Estimation 4 PIN 4 Schätzung 4 information asymmetry 4 market microstructure 4 Ankündigungseffekt 3 Announcement effect 3 Arbitrage 3 Börsenhandel 3 Corporate disclosure 3 Dual listing 3
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Online availability
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Undetermined 32 Free 9
Type of publication
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Article 47 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 33 Aufsatz in Zeitschrift 33
Language
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English 35 Undetermined 18 Spanish 1
Author
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Lin, Emily 5 Easley, David 3 López de Prado, Marcos M. 3 O'Hara, Maureen 3 Yan, Yuxing 3 Zhang, Shaojun 3 Abad, David 2 Chang, Charles 2 Chen, Haiqiang 2 Huh, Sahn-Wook 2 Kryzanowski, Lawrence 2 Lai, Hung-neng 2 Lazrak, Skander 2 Lee, Woo-Jong 2 Lin, Hao 2 Pöppe, Thomas 2 Rubia, Antonio 2 Schiereck, Dirk 2 Tay, Anthony 2 Ting, Christopher 2 Tse, Yiu Kuen 2 Visaltanachoti, Nuttawat 2 Wang, Kehluh 2 Warachka, Mitch 2 Agudelo, Diego A. 1 Ahn, Hee-joon 1 Aitken, Michael J. 1 Alıcı, Aslı 1 Andersen, Torben 1 Andrada Félix, Julián 1 Bambade, Antoine 1 Bhattacharya, Arnab 1 Bien, Katarzyna 1 Cai, Jun 1 Cepoi, Cosmin Octavian 1 Chakrabarti, Binay Bhushan 1 Charoenwong, Charlie 1 Chen, Chen 1 Chen, Tsung-Yu 1 Cheng, Tsung-Chi 1
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Institution
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Instituto Valenciano de Investigaciones Económicas (IVIE) 2 School of Economics, Singapore Management University 2 East Asian Bureau of Economic Research (EABER) 1 UNIVERSIDAD EAFIT 1 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1
Published in...
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Journal of Banking & Finance 3 Journal of banking & finance 3 Journal of financial markets 3 Review of quantitative finance and accounting 3 Finance research letters 2 Journal of Financial Markets 2 Journal of empirical finance 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working Papers / School of Economics, Singapore Management University 2 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Asia-Pacific journal of financial studies 1 DOCUMENTOS DE TRABAJO CIEF 1 Economics Bulletin 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Finance Working Papers 1 Finance a úvěr 1 International Journal of Economic Sciences 1 International Review of Economics & Finance 1 International journal of critical accounting : IJCA 1 International review of economics & finance : IREF 1 Iranian economic review : journal of University of Tehran 1 Journal of Accounting and Economics 1 Journal of Empirical Finance 1 Journal of International Money and Finance 1 Journal of accounting & economics 1 Journal of economic dynamics & control 1 Journal of international financial markets, institutions & money 1 Journal of mathematical finance 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Pacific-Basin Finance Journal 1 Pacific-Basin finance journal 1 Quantitative finance 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Review of Pacific Basin financial markets and policies 1 Review of Quantitative Finance and Accounting 1 Review of finance : journal of the European Finance Association 1 The European journal of finance 1 Working Papers / Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1 Working Papers. Serie AD 1
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Source
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ECONIS (ZBW) 33 RePEc 21
Showing 11 - 20 of 54
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A new way to compute the probability of informed trading
Bambade, Antoine - In: Journal of mathematical finance 9 (2019) 4, pp. 637-666
Persistent link: https://www.econbiz.de/10012433131
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An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data
Bhattacharya, Arnab; Chakrabarti, Binay Bhushan - In: International Journal of Economic Sciences 2014 (2014) 3, pp. 01-49
Using Volume-synchronized Probability of Informed trading (VPIN), we examine the evolution of ex-post adverse selection …
Persistent link: https://www.econbiz.de/10011195089
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Option listing and information asymmetry
Hu, Jianfeng - In: Review of finance : journal of the European Finance … 22 (2018) 3, pp. 1153-1194
Persistent link: https://www.econbiz.de/10012005278
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ESTIMATION OF TIME VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK
PREVE, DANIEL; Tse, Yiu-Kuen - School of Economics, Singapore Management University - 2012
Recently Duarte and Young (2009) study the probability of informed trading (PIN) proposed by Easley et al.(2002) and …
Persistent link: https://www.econbiz.de/10010704588
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Informed trading on debt covenant violations : the long and short of it
Zhu, Yushu; Gippel, Jennifer - In: Accounting and finance : journal of the Accounting … 57 (2017) 1, pp. 289-315
Persistent link: https://www.econbiz.de/10011720096
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Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
Agudelo, Diego A.; Villaraga, Edwin; Giraldo, Santiago - UNIVERSIDAD EAFIT - 2011
Does informed trading affect emerging stock markets? Market microstructure literature establishes that information asymmetry reduces liquidity and moves prices in the direction of the trade. We test for this theoretical implication by running the dynamic PIN model of Easley, Engle, O’Hara y Wu...
Persistent link: https://www.econbiz.de/10011123732
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Intraday probability of informed trading
Du, Zaichao - In: Economics Bulletin 31 (2011) 4, pp. 3103-3112
intraday probability of informed trading (PIN) for the 30 stocks in DJIA index. I document a U-shaped PIN pattern over the time …
Persistent link: https://www.econbiz.de/10009367397
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Informed and Uninformed Trading in the EUR/PLN Spot Market
Bien, Katarzyna - Zakład Ekonometrii Stosowanej, Szkoła Główna … - 2011
forecast a time-varying probability of informed trading (PIN). The predictions of PIN are used to test the impact of …
Persistent link: https://www.econbiz.de/10009643253
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The informational feedback effect of stock prices on management forecasts
Zuo, Luo - In: Journal of accounting & economics 61 (2016) 2/3, pp. 391-413
Persistent link: https://www.econbiz.de/10011498040
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The effectiveness of regulation fair disclosure : evidence from an emerging market
Shim, Hoshik; Cho, Hyungjin; Lee, Woo-Jong - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1496-1511
Persistent link: https://www.econbiz.de/10011563583
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