Work

An improved estimation method and empirical properties of the probability of informed trading

Year: 2011

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2011.08.003

Authors: Yuxing Yan, Shaojun Zhang

Institutions: Loyola University Maryland, Hong Kong Polytechnic University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Nanyang Technological University, Hong Kong Polytechnic University, Wharton School, University of Pennsylvania

OpenAlex ID: W3122891018

FWCI: 12.45

Cites: 17

Cited by: 91

Related to: 10