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The probability of informed trading measured with price imp..:
Kitamura, Yoshihiro
Journal of International Financial Markets, Institutions and Money. 42 (2016) - p. 77-90 , 2016
Link:
https://doi.org/10.1016/j.intfin.2016.02.001
RT Journal T1 <Title>The probability of informed trading measured with price impact, price reversal, and volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.intfin.2016.02.001&Exemplar=1&LAN=DE A1 Kitamura, Yoshihiro PB Elsevier BV YR 2016 SN 1042-4431 JF Journal of International Financial Markets, Institutions and Money VO 42 SP 77 OP 90 LK http://dx.doi.org/https://doi.org/10.1016/j.intfin.2016.02.001 DO https://doi.org/10.1016/j.intfin.2016.02.001 SF ELIB - SuUB Bremen
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