InfoTrad
From MaRDI portal
Software:1352753
swMATH42188CRANInfoTradMaRDI QIDQ1352753
Calculates the Probability of Informed Trading (PIN)
Last update: 21 August 2017
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.2
Source code repository: https://github.com/cran/InfoTrad
- Liquidity, Information, and Infrequently Traded Stocks
- Factoring Information into Returns
- A computing bias in estimating the probability of informed trading
- An improved estimation method and empirical properties of the probability of informed trading
- A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering
- An unbiased computation methodology for estimating the probability of informed trading (PIN)
This page was built for software: InfoTrad
