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

DOI10.1111/RSSA.12524MaRDI QIDQ6668892zbMATH OpenWikidataFDO

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)

This page was built for publication: Information asymmetry and leverage adjustments: a semiparametric varying-coefficient approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6668892)