Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market

Using data from the Bucharest Stock Exchange, we examine the factors influencing the probability of informed trading (PIN) during February—October 2020, a COVID-19 pandemic period. Based on an unconditional quantile regression approach, we show that PIN exhibit asymmetric dependency with liquidity a...

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Detalles Bibliográficos
Autores principales: Cepoi, Cosmin Octavian, Dragotă, Victor, Trifan, Ruxandra, Iordache, Andreea
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9840563/
https://www.ncbi.nlm.nih.gov/pubmed/36687793
http://dx.doi.org/10.1186/s40854-022-00415-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9840563/
https://www.ncbi.nlm.nih.gov/pubmed/36687793
http://dx.doi.org/10.1186/s40854-022-00415-9

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