TY  - JOUR
AU  - Pérez Rodríguez, Jorge
AU  - Sosvilla Rivero, Simón Javier
AU  - Andrada Felix, Julian
AU  - Gómez Déniz, Emilio
PY  - 2022
DO  - 101791
SN  - 1062-9408
UR  - https://hdl.handle.net/20.500.14352/71912
T2  - North American Journal of Economics and Finance
AB  - In this paper, we use several indicators of trade informativeness to search for informed traders on the final trading days of Banco Popular, the first and only bank resolution case to date in the euro area. In particular, we use the model proposed by...
LA  - eng
PB  - Elsevier
KW  - Asymmetric information
KW  - Probability of informed trading
KW  - Probability of symmetric order-flow shocks
KW  - High-frequency data
KW  - Bank failure.
TI  - Searching for informed traders in stock markets: The case of Banco Popular
T2  - Búsqueda de agentes informados en los mercados bursátiles: El caso del Banco Popular
TY  - journal article
VL  - 63
ER  -