Asymmetric information, risks and stock returns.
This research article seeks to investigate the relation between Probability of Informed Trading (PIN) and various factors in the context of the Singapore Market.The EKOP model by Easley and O’Hara (1992, 1996, 1997a, 1997b) is used to estimate the PIN of each stock in the Singapore Stock Exchange (S...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10041 |