Keywords: C13
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Journal Articles
Journal Articles
Critical Finance Review (2017) 6 (2): 357–376.
Published: 05 September 2017
... Order flow toxicity C52 C13 G14 G12 C51 This study provides a theoretical basis and presents an effective estimation process for the transformation of the probability of informed trading (PIN) model to the volume-synchronized probability of informed trading (VPIN) setting based...
Includes: Supplementary data

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