Does the Probability of Informed Trading Model Fit Empirical Data?
Author:
Affiliation:
1. The University of Sydney
2. Macquarie Investment Management; Macquarie Group Limited
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fire.12130/fullpdf
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