Christopher Ting

Singapore Management University - Lee Kong Chian School of Business

50 Stamford

Singapore, 178899

Singapore

  • Singapore Management University - Lee Kong Chian School of Business

SCHOLARLY PAPERS

3

DOWNLOADS

342

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Information Contents of Trade and Quote Imbalances, and the Hypothesis of Reverse Liquidity: Evidence from a Fully Automated Exchange

Number of pages: 52 Posted: 19 Jul 2004
Christopher Ting
Singapore Management University - Lee Kong Chian School of Business
Downloads 190 (253,790)
Citation 1

Abstract:

Loading...

2.

Which Daily Price is Less Noisy?

Financial Management, Vol. 35, No. 3, Autumn 2006
Number of pages: 16 Posted: 19 Oct 2006
Christopher Ting
Singapore Management University - Lee Kong Chian School of Business
Downloads 152 (307,470)
Citation 1

Abstract:

Loading...

3.

Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading

Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 288-311, 2009
Posted: 30 Jun 2009
Anthony S. Tay, Christopher Ting, Yiu Kuen Tse and Mitch Warachka
Singapore Management University - School of Economics, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Social Sciences and Chapman University - The George L. Argyros School of Business & Economics

Abstract:

Loading...

C410, G120, autoregressive conditional duration, market microstructure, probability of informed trading, transaction data, Weibull distribution