A PIN per day shows what news convey: the intraday probability of informed trading
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DOI: 10.1007/s11156-015-0535-z
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Cited by:
- Cosmin Octavian Cepoi & Victor Dragotă & Ruxandra Trifan & Andreea Iordache, 2023. "Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
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More about this item
Keywords
Capital markets; Probability of informed trading; Information asymmetry; High-frequency trading; Insider trading regulation;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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