Does IFRS mandatory adoption affect information asymmetry in the stock market?
D Abad, MF Cutillas‐Gomariz… - Australian …, 2018 - Wiley Online Library
Abstract The purpose of International Financial Reporting Standards (IFRS), adopted
mandatorily by European listed firms in 2005, is to increase the transparency and the …
mandatorily by European listed firms in 2005, is to increase the transparency and the …
Supervised hierarchical clustering with exponential linkage
In supervised clustering, standard techniques for learning a pairwise dissimilarity function
often suffer from a discrepancy between the training and clustering objectives, leading to …
often suffer from a discrepancy between the training and clustering objectives, leading to …
An unbiased computation methodology for estimating the probability of informed trading (PIN)
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 …
used PIN (probability of informed trading) measure (Easley et al., 1996) heavily distort the …
State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange
P Kropiński, B Bosek, M Pudo - International Review of Financial Analysis, 2024 - Elsevier
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 …
(SOEs) and how the market information asymmetry is affected during the COVID-19 crisis …
Machine learning in accounting and finance research: a literature review
In recent years, scholars in accounting and finance have shown a growing interest in
employing machine learning for academic research. This study combines bibliographic …
employing machine learning for academic research. This study combines bibliographic …
PINstimation: An R package for estimating models of probability of informed trading
M Ghachem, O Ersan - Available at SSRN 4117946, 2022 - papers.ssrn.com
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 …
designed for estimating, in a precise and fast way, the probability of informed trading models …
Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market
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 …
probability of informed trading (PIN) during February—October 2020, a COVID-19 pandemic …
Text and data quality mining in CRIS
O Azeroual - Information, 2019 - mdpi.com
To provide scientific institutions with comprehensive and well-maintained documentation of
their research information in a current research information system (CRIS), they have the …
their research information in a current research information system (CRIS), they have the …
[HTML][HTML] Political Regimes, Stock Liquidity, and Information Asymmetry in a Global Context
JC Kim, Q Su, T Elliott - Journal of Risk and Financial Management, 2024 - mdpi.com
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 …
financial market dynamics, with a specific focus on non-US stocks listed on the NYSE …
[HTML][HTML] O efeito do risco de informação assimétrica sobre o retorno de ações negociadas na BM&FBOVESPA
LS Siqueira, HF Amaral, LF Correia - Revista Contabilidade & …, 2017 - SciELO Brasil
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 …
relation with the returns required from portfolios through the metrics volume-synchronized …