Information asymmetry and leverage adjustments: a semiparametric varying-coefficient approach

DOI10.1111/RSSA.12524WikidataQ127131168 ScholiaQ127131168MaRDI QIDQ6668892FDOQ6668892

Authors: Man Jin, Shunan Zhao, Subal C. Kumbhakar 

Publication date: 22 January 2025

Published in: Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

zbMATH Keywords

leverageinformation asymmetrysemiparametric varying-coefficient modelprobability of informed trading

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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