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 …
Probability of Informed No-Tradings: A Copula-Based PIN Model with Zero-Inflated Poisson Distributions
Classical probability of informed trading (PIN) models assume that, given the information
scenario, the number of buy and sell order flows are independently Poisson distributed …
scenario, the number of buy and sell order flows are independently Poisson distributed …
Impacto de los puntajes ESG sobre la eficiencia de mercado en América Latina
S Calderón Nieto, L Child Medina - 2022 - repositorio.uniandes.edu.co
El presente artículo busca identificar si tener un mayor puntaje ESG tiene un impacto sobre
la eficiencia de mercado en América Latina. Para ello, se empleó una regresión lineal …
la eficiencia de mercado en América Latina. Para ello, se empleó una regresión lineal …
A new PIN model with application of the change-point detection method
The existing PIN models impose a restriction on the number of possible intensity pairs.
However, our investigation shows that the number of empirical intensity pairs is significantly …
However, our investigation shows that the number of empirical intensity pairs is significantly …