A PIN per day shows what news convey: the intraday...

Review of Quantitative Finance and Accounting 2016 / 11 Vol. 47; Iss. 4

A PIN per day shows what news convey: the intraday probability of informed trading

Pöppe, Thomas, Aitken, Michael, Schiereck, Dirk, Wiegand, Ingo
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Volume:
47
Language:
english
Journal:
Review of Quantitative Finance and Accounting
DOI:
10.1007/s11156-015-0535-z
Date:
November, 2016
File:
PDF, 676 KB
english, 2016
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