Testing the PIN variable

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dc.contributor.authorBenos, Evangelos
dc.contributor.authorJochec, Marek
dc.date.accessioned2016-04-20T05:20:38Z
dc.date.available2016-04-20T05:20:38Z
dc.date.issued2007-02-17
dc.description.abstractThis paper puts the PIN variable (Probability of INformation-based trading) to test. We ¯nd that for a large set of stocks, the PIN vari- able is lower (albeit insigni¯cantly) in the periods before earnings an- nouncements dates than in the periods after earnings announcements dates. This is inconsistent with the idea of PIN capturing the proba- bility of informed trading.ru_RU
dc.identifier.urihttp://nur.nu.edu.kz/handle/123456789/1419
dc.language.isoenru_RU
dc.publisherSocial Science Research Network (SSRN) http://www.ssrn.com/en/ru_RU
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/us/*
dc.subjecttesting the PIN variableru_RU
dc.subjectPIN variableru_RU
dc.titleTesting the PIN variableru_RU
dc.typeArticleru_RU

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