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Direct linkJochec, Marek – ProQuest LLC, 2009
This is a study on various aspects of market microstructure, behavioral finance and asset management. In the first chapter we put the PIN variable (Probability of Information-based trading) to test. The PIN variable has been used extensively in the microstructure literature despite the fact that its construction is based on rather strong…
Descriptors: Foreign Countries, Behavioral Sciences, Consumer Economics, Money Management
