A PIN per day shows what news convey: the intraday probability of informed trading
Crossref DOI link: https://doi.org/10.1007/s11156-015-0535-z
Published Online: 2015-10-03
Published Print: 2016-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pöppe, Thomas
Aitken, Michael
Schiereck, Dirk
Wiegand, Ingo
Text and Data Mining valid from 2015-10-03