A new PIN model with application of the change-point detection method
Author:
Funder
Ministry of Science and Technology
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-023-01194-9.pdf
Reference25 articles.
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2. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Economet 18:1–22
3. Chang C, Lin E (2014) On the determinants of basis spread for Taiwan index futures and the role of speculators. Rev Pac Basin Financ Mark Policies 17:1–30
4. Chang C, Lin E (2015) Cash-futures basis and the impact of market maturity, informed trading, and expiration effects. Int Rev Econ Financ 35:197–213
5. Chen T (2022) Delayed informed trades and opinion divergence: evidence from earnings releases. Int J Financ Econ 27:4556–4574
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