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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 1 - 10 of 54
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Transition to proof-of-stake and informed trading
Choi, Hyung-Eun - In: Finance research letters 72 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015206780
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Short selling and the pricing of PIN information risk
Chen, Chen; Liang, Qiqi; Stivers, Christopher T.; Sun, … - In: Journal of financial markets 71 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015178390
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Good (bad) news and the probability of informed trading : evidence from illegal insider trading
Su, Shunyu; Sha, Yezhou - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 5, pp. 1077-1086
Persistent link: https://www.econbiz.de/10014513912
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The influence of information asymmetry on market liquidity : evidence in the Brazilian futures market
Ribeiro, João Eduardo; Souza, Antônio Artur de; … - In: International journal of critical accounting : IJCA 13 (2023) 4, pp. 331-343
Persistent link: https://www.econbiz.de/10015064172
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A new PIN model with application of the change-point detection method
Kao, Chu-Lan Michael; Lin, Emily - In: Review of quantitative finance and accounting 61 (2023) 4, pp. 1513-1528
Persistent link: https://www.econbiz.de/10014424418
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Ranking the trading symbols of the largest companies listed in the Tehran stock exchange based on the probability of informed trade criteria
Mirbagherijam, Mohammad - In: Iranian economic review : journal of University of Tehran 24 (2020) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10012417661
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Searching for informed traders in stock markets : the case of Banco Popular
Pérez Rodríguez, Jorge V.; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014225744
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Information asymmetry and the profitability of technical analysis
Hung, Chiayu; Lai, Hung-neng - In: Journal of banking & finance 134 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013400157
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Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi; Lai, Hung-neng - In: Quantitative finance 21 (2021) 5, pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
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Information asymmetry, market state, and implementation risk
Wu, Zhen-Xing; Chen, Tsung-Yu - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012203070
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