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://jda-test.zbw.eu/dataset/e459de85-210e-4e19-8f88-94a68c9fa6a7/resource/ce76335d-ef1a-4be9-9753-b0a49d8a6266/download/readme.kn.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
