tq.zip
Creators:
Ken Nyholm
From the dataset abstract
This paper presents an empirical model for inferring the private information content of trades at the transaction level. The trade-indicator model of Glosten and Harris (1988) is extended...
Source: Inferring the private information content of trades: a regime-switching approach (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1fc19ee7-3eab-4e4b-a00f-29fae09c7833/resource/700bb829-daeb-485e-8b1a-8de5aa2c9eea/download/tq.zip |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
