What does PIN identify? Evidence from the T-bill market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
1. A theory of intraday patterns: volume and price variability;Admati;Review of Financial Studies,1988
2. The PIN anomaly around M&A announcements;Aktas;Journal of Financial Markets,2007
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4. Estimating the probability of informed reading—does trade misclassification matter?;Boehmer;Journal of Financial Markets,2007
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