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Author = Shakeri, Abas

Number of Articles: 1
Comparing different methods of estimation for Probability of Informed Trading in Tehran Stock Exchange

reza talebloo; Abas Shakeri; milad rahmaniani

Volume 24, Issue 78 , April 2019, , Pages 1-29

https://doi.org/10.22054/ijer.2019.10161

Abstract
  Easley and O'Hara (1992) introduce Probability of Informed Trading (PIN) concept to measure the degree of asymmetric information in market. Since then there has been a lot of debate on the accuracy of the calculations for PIN. Lin and Ke (2011) by using Factorization method and Yan and Zhang (2012) using ...  Read More