Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?

By Ekkehart Boehmer, Joachim Grammig, Erik Theissen. 2007

115 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/377b21c3a5374b9dc8dee6ad800db63e065387be

Citations in the corpus

• Why is PIN Priced (2008, unknown): “Our paper relates to the recent papers by Venter and de Jongh (2004) and Boehmer, Grammig and Theissen (2007) that examine statistical issues related to P IN.”