Probability of Private information Based Trade (PIN) has introduced as information risk measure. This paper is going to estimate probability of private information based trade (PIN) in Tehran Stock Exchange using microstructure models. Our results show that PIN is significantly different from zero for Tehran Stock Exchange.
Raee, R., Mohammadi, S., & Eyvazloo, R. (2013). Estimating Probability of Private Information Based Trade Using Microstructure Model. Financial Research Journal, 15(1), 17-28. doi: 10.22059/jfr.2013.35430
MLA
Reza Raee; Shapour Mohammadi; Reza Eyvazloo. "Estimating Probability of Private Information Based Trade Using Microstructure Model". Financial Research Journal, 15, 1, 2013, 17-28. doi: 10.22059/jfr.2013.35430
HARVARD
Raee, R., Mohammadi, S., Eyvazloo, R. (2013). 'Estimating Probability of Private Information Based Trade Using Microstructure Model', Financial Research Journal, 15(1), pp. 17-28. doi: 10.22059/jfr.2013.35430
VANCOUVER
Raee, R., Mohammadi, S., Eyvazloo, R. Estimating Probability of Private Information Based Trade Using Microstructure Model. Financial Research Journal, 2013; 15(1): 17-28. doi: 10.22059/jfr.2013.35430
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