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Keywords: C52
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (4): 501–523.
Published: 04 December 2025
... Licensed re-use rights only Commodity currencies Engel-West currency model Fundamentals Predictability Market efficiency C22 C52 C53 F31 F47 Chen et al. (2010) (henceforth CRR) investigate, for Australia, Canada, Chile, New Zealand and South Africa, the relation...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2017) 6 (2): 377–379.
Published: 05 September 2017
... Lopez de Prado, and Maureen O’Hara 2017 David Easley, Marcos Lopez de Prado, and Maureen O’Hara Licensed re-use rights only VPIN probability of informed trade PIN C51 C52 G12 Ke and Lin, hereafter referred to as KL, provide a valuable alternative approach to estimating...
Journal Articles
Journal:
Critical Finance Review
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
