Title of article
A Bayesian analysis of dual trader informativeness in futures markets
Author/Authors
Sugato Chakravarty، نويسنده , , Kai Li، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
17
From page
355
To page
371
Keywords
heterogeneity , Informed trader , Private information , Markov chain Monte Carlo , endogeneity , Simultaneous Equations
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130742
Link To Document