Reducing the Impact of Trade Misclassification on Estimating the Probability of Informed Trading
博士 === 臺灣大學 === 國際企業學研究所 === 98 === In spite of the importance to estimate the probability of informed trading (PIN), a widely-used market measure (Easley et al., 1996, 2002), empiricists usually have no access to the data for distinguishing between buyer- and seller-initiated transactions and thus...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/69590523313871124329 |