Webb"The PIN anomaly around M&A announcements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 169-191, May. AKTAS, Nihat & DE BODT, Eric & DECLERCK, Fany & VAN OPPENS, Hervé, 2007. "The PIN anomaly around M&A announcements," LIDAM Reprints CORE 1965, Université catholique de Louvain, Center for Operations Research and … WebbN. Aktas, E. de Bodt, Fany Declerck et H. Van Oppens, « PIN anomaly around M&A announcements », Journal of Financial Markets, vol. 10, n° 2, mai 2007, p. 169–191.
From PIN to VPIN: An introduction to order flow toxicity
WebbPar le téléchargement d'un document (ci-après « l’œuvre ») disponible sur DIAL, l'Utilisateur (i.e. toute personne physique ou morale) s'engage à respecter les termes de la présente … Webb"The PIN anomaly around M&A announcements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 169-191, May. Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand, 2016. " A PIN per day shows what news convey: the intraday probability of informed trading ," Review of Quantitative Finance and Accounting , Springer, vol. 47(4), … inception white wine
PIN anomaly around M&A announcements TSE
Webb5 juli 2012 · The PIN anomaly around M&A announcements - CORE The PIN anomaly around M&A announcements Nihat Aktas Eric de Bodt Fany Declerck Herve Van Oppens … WebbTo study the trading strategies of institutional investors around M&A deals, we analyze a sample of 7,184 M&A announcements from 1990 through 2015. Our main results show that 1As noted by Jensen and Ruback (1983), Holmstr om and Kaplan (2001), Betton, Eckbo, and Thorburn (2008), and many others, M&A deals are among the main events of … WebbKeown, Arthur J & Pinkerton, John M, 1981. "Merger Announcements and Insider Trading Activity: An Empirical Investigation," Journal of Finance, American Finance Association, … inception wikia