Estimation of the Probability of Informed Trading Models Via an Expectation-Conditional Maximization Algorithm-Reference-Cited by-同舟云学术

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Estimation of the Probability of Informed Trading Models Via an Expectation-Conditional Maximization Algorithm

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ghachem Montasser,Ersan Oguz

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference20 articles.

1. A Comparison of Information Criteria in Clustering Based on Mixture of Multivariate Normal Distributions;S Akogul;Mathematical and Computational Applications,2016

2. Maximum Likelihood from Incomplete Data Via the EM Algorithm;A P Dempster;Journal of the Royal Statistical Society: Series B (Methodological),1977

3. Why is PIN priced;J Duarte;Journal of Financial Economics,2009

4. Factoring information into returns;D Easley;Journal of Financial and Quantitative Analysis,2010

5. Liquidity, Information, and Infrequently Traded Stocks;D Easley;The Journal of Finance,1996

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