VPIN and information asymmetry

Additional Metadata
Keywords	Information asymmetry, Bid ask spread, Probability of informed trading, Market makers, Adverse selection costs
Thesis Advisor	Kong, L., Sojli, E.
Persistent URL	hdl.handle.net/2105/24946
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Berg, P.A. van den. (2014). VPIN and information asymmetry. In Finance & Investments.http://hdl.handle.net/2105/24946

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