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SSRNTrading, Microstructure & Execution

PINstimation

The article presents PINstimation, an R package for estimating the probability of informed trading models, using data from 58 Swedish stocks as examples.

Featured in No. 51 on 28 May 2024 ·

Released
7 Jun 2022
First featured
No. 51 · 28 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
349
Identifier
SSRN 4840314

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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