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Search: subject:"Probability of Informed Trading"
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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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Undetermined
32
Free
9
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Article
47
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Article in journal
33
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33
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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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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
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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
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ECONIS (ZBW)
33
RePEc
21
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51
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat
;
Charoenwong, Charlie
;
Ding, …
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 474-487
Persistent link: https://www.econbiz.de/10009302085
Saved in:
52
Informed traders of cross-listed shares trade more in the domestic market around earnings releases
Kryzanowski, Lawrence
;
Lazrak, Skander
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009271392
Saved in:
53
Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon
;
Cai, Jun
;
Chung, Jay M.
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
4
,
pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
Saved in:
54
Modeling Transaction Data of Trade Direction and Estimation of
Probability
of
Informed
Trading
Tay, Anthony
;
Ting, Christopher
;
Tse, Yiu Kuen
; …
-
School of Economics, Singapore Management University
-
2007
applied to estimate the
probability
of
informed
trading
(PIN) based on the Easley, Hvidkjaer and O’Hara (2002) framework …
Persistent link: https://www.econbiz.de/10005006758
Saved in:
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