A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading

T. Poeppe, Michael Aitken, D. Schiereck and I. Wiegand

Publications of Darmstadt Technical University, Institute for Business Studies (BWL) from Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Date: 2016
New Economics Papers: this item is included in nep-mst
Note: for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/76078/
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published in Review of Quantitative Finance and Accounting 4 (2016) : pp. 1187-1220

Downloads: (external link)
http://dx.doi.org/10.1007/s11156-015-0535-z

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dar:wpaper:76078

Access Statistics for this paper

More papers in Publications of Darmstadt Technical University, Institute for Business Studies (BWL) from Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) Contact information at EDIRC.
Bibliographic data for series maintained by Dekanatssekretariat ().