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Poeppe, T. and Aitken, M. and Schiereck, D. and Wiegand, I. :
A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading.
[Online-Edition: http://dx.doi.org/10.1007/s11156-015-0535-z]
In: Review of Quantitative Finance and Accounting, 47 (4) pp. 1187-1220. ISSN 1573-7179
[Article] , (2016)

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