Predicting Informed Trading with Machine Learning

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Academic paper

Informed Trading Intensity

AuthorsVincent Bogousslavsky; Vyacheslav Fos; Dmitriy Muravyev

Institute
  • Boston College
  • Boston College - Department of Finance
  • European Corporate Governance Institute
  • Centre for Economic Policy Research
  • Centre for Economic Policy Research (CEPR)
  • European Corporate Governance Institute (ECGI)
  • Michigan State University
  • Canadian Derivatives Institute
  • Michigan State University - Department of Finance

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