readme.kn.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1fc19ee7-3eab-4e4b-a00f-29fae09c7833/resource/c032ce4f-b678-473d-94a3-d5ab352c74bd/download/readme.kn.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
