A methodological approach to the computational problems in the estimation of adjusted PIN model
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
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1. Improvements in estimating the probability of informed trading models;T C Cheng;Quantitative Finance,2021
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3. Is information risk a determinant of asset returns?;D Easley;The journal of finance,2002
4. Liquidity, information, and infrequently traded stocks;D Easley;Journal of Finance,1996
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