Optimally Inferring Informational Trading in an Inter-dealer Market with Incomplete Transactions Reporting

Auteur : Charles M. C. Lee, Jeffery S. Abarbanell, Jonathan M. Paul, Joseph D. Langford, Kathleen Weiss Hanley, Ronald W. Masulis, Paul V. Seguin, Victor Lewis Bernard

Date de publication : 1991

Éditeur : Mitsui Life Financial Research Center, School of Business Administration, University of Michigan

Nombre de pages : 42