I play with VPIN (Volume-Synchronized Odds of Told Trade) (Easley mais aussi al. 2012) and Quote-Ask Bequeath (Lee ainsi que al. 1993; Madhavan mais aussi al. 1997) while the procedures of information asymmetry throughout the stock exchange to make sure the fresh robustness your results. Easley ainsi que al. (2012) improves the algorithm out-of PIN and you can...
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