مرکز منطقه ای اطلاع رساني علوم و فناوري - A Bayesian analysis of dual trader informativeness in futures markets

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 :

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 :