ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK
Article first published online: 31 AUG 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 7, pages 1138–1152, November/December 2013
How to Cite
Preve, D. and Tse, Y.-K. (2013), ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK. J. Appl. Econ., 28: 1138–1152. doi: 10.1002/jae.2302
- Issue published online: 25 NOV 2013
- Article first published online: 31 AUG 2012
- Manuscript Revised: 22 JUN 2012
- Manuscript Received: 26 AUG 2011
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