Time-Varying Arrival Rates of Informed and Uninformed TradesDavid A. Easley, Liuren Wu, Robert F. Engle, Maureen O’Hara2001-01-01preprintSSRN Electronic Journal129 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 129 citations exist upstream.References1986Generalized autoregressive conditional heteroskedasticity1977Time Series Analysis: Forecasting and Control1991Conditional Heteroskedasticity in Asset Returns: A New Approach1985Continuous Auctions and Insider Trading1977Time Series Analysis: Forecasting and Control1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1991Inferring Trade Direction from Intraday Data1988A Theory of Intraday Patterns: Volume and Price VariabilityCited by2006Estimating the probability of informed trading—does trade misclassification matter?2016Does It Pay to Communicate with Firms? Evidence from Firm Site Visits of Mutual Funds2011A computing bias in estimating the probability of informed trading