Estimating Multilayer Probability of Informed Trading (MPIN) in Financial Market Microstructure Framework; A Case Study of the Financial Intermediary Sector
Reza Taleblou; Parisa Mohajeri
- Published
- Publisher
- Apex Publishing
- Journal / collection
- Journal of Monetary & Banking Research
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.61186/jmbr.16.58.643
The original publisher provides the full text and its access options.
Cite this source
Reza Taleblou; Parisa Mohajeri. Estimating Multilayer Probability of Informed Trading (MPIN) in Financial Market Microstructure Framework; A Case Study of the Financial Intermediary Sector. Journal of Monetary & Banking Research. 2024-02-01. https://doi.org/10.61186/jmbr.16.58.643