Estimating the probability of informed trading: Does trade misclassification matter?

Author

Ekkehart BOEHMER, Singapore Management UniversityFollow
Joachim Grammig
Erik Theissen

Publication Type

Journal Article

Publication Date

2006

Discipline

Business

Research Areas

Finance

Publication

Journal of Financial Markets

Volume

10

Issue

1

First Page

26

Last Page

47

ISSN

1386-4181

Identifier

10.1016/j.finmar.2006.07.002

Citation

BOEHMER, Ekkehart; Grammig, Joachim; and Theissen, Erik. Estimating the probability of informed trading: Does trade misclassification matter?. (2006). Journal of Financial Markets. 10, (1), 26-47.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4668