Abstract The purpose of International Financial Reporting Standards (IFRS), adopted
mandatorily by European listed firms in 2005, is to increase the transparency and the …

In supervised clustering, standard techniques for learning a pairwise dissimilarity function
often suffer from a discrepancy between the training and clustering objectives, leading to …

Computational drawbacks regarding the maximum likelihood estimation (MLE) of the widely
used PIN (probability of informed trading) measure (Easley et al., 1996) heavily distort the …

This study examines the probability of informed trading (PIN) for state-owned enterprises
(SOEs) and how the market information asymmetry is affected during the COVID-19 crisis …

In recent years, scholars in accounting and finance have shown a growing interest in
employing machine learning for academic research. This study combines bibliographic …

The purpose of this paper is to introduce the R package PINstimation. The package is
designed for estimating, in a precise and fast way, the probability of informed trading models …

Using data from the Bucharest Stock Exchange, we examine the factors influencing the
probability of informed trading (PIN) during February—October 2020, a COVID-19 pandemic …

To provide scientific institutions with comprehensive and well-maintained documentation of
their research information in a current research information system (CRIS), they have the …

This paper investigates the relationship between a country's political governance and
financial market dynamics, with a specific focus on non-US stocks listed on the NYSE …

This study sought to analyze information asymmetry in the Brazilian stock market and its
relation with the returns required from portfolios through the metrics volume-synchronized …