Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?-Reference-Cited by-同舟云学术

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Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Boehmer Ekkehart,Grammig Joachim,Theissen Erik

Publisher

Elsevier BV

Reference11 articles.

1. The accuracy of the tick test: evidence from the Australian stock exchange;M Aitken;Journal of Banking and Finance,1996

2. Issues in assessing trade execution costs;H Bessembinder;Journal of Financial Markets,2003

3. Time-Varying Arrival Rates of Informed and Uninformed Trades

4. A direct test of methods for inferring trade direction from intra-day data;T Finucane;Journal of Financial and Quantitative Analysis,2000

5. Knowing me, knowing you: trader anonymity and informed trading in parallel markets;J Grammig;Journal of Financial Markets,2001

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Performance of the Tick Test;SSRN Electronic Journal;2011

2. Multiple agency perspective, family control, and private information abuse in an emerging economy;Asia Pacific Journal of Management;2010-07-23

3. Short Sales and Trade Classification Algorithms;SSRN Electronic Journal;2008

4. Inferring trader behavior from transaction data: A trade count model;Journal of Economics and Finance;2007-09

5. The PIN anomaly around M&A announcements;Journal of Financial Markets;2007-05

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