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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Measuring Informed Trading in the Equity Market: A Horse Race between the PIN and VPIN Measure
Organization Unit
Authors
  • Thomas Füglister
Supervisors
  • Felix Fattinger
  • Marc Chesney
Language
  • English
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Date 2015
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