What does PIN identify? Evidence from the T-bill market

Journal of Financial Markets

Volumn 15, Issue 1, 2012, Pages 29-46

  Akay, Ozgur Ozzy ^a   Cyree, Ken B ^b   Griffiths, Mark D ^c   Winters, Drew B ^d  

^a TEXAS TECH UNIVERSITY   (United States)

^b UNIVERSITY OF MISSISSIPPI   (United States)

^c MIAMI UNIVERSITY   (United States)

^d TEXAS TECH UNIVERSITY   (United States)

Author keywords

Asymmetric information; Informed trading; Liquidity

Indexed keywords

EID: 80053610208     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2011.08.005     Document Type: Article

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