A computing bias in estimating the probability of informed trading

Journal of Financial Markets

Volumn 14, Issue 4, 2011, Pages 625-640

  William Lin, Hsiou Wei ^a   Ke, Wen Chyan ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Floating point exception; Informed trading; Market microstructure

Indexed keywords

EID: 79958032362     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2011.03.001     Document Type: Article

References (13)

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