Open AccessA Study on Volume-Synchronized Probability of Informed Trading (VPIN) and Information Asymmetry
Author(s) -
강성창,
김주철
Publication year - 2018
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2018.17.2.006
Subject(s) - asymmetry , information asymmetry , volume (thermodynamics) , econometrics , computer science , economics , microeconomics , physics , thermodynamics , quantum mechanics