The best PIN model in the Korean stock market

Eom, Kyong Shik and Kang, Jangkoo and Kwon, Kyung Yoon (2016) The best PIN model in the Korean stock market. Asian Review of Financial Research, 29 (3). pp. 425-436.

Preview

Text. Filename: Eom_etal_ARFR2016_The_best_PIN_model_Korean_stock_market.pdf Accepted Author Manuscript Download (314kB)| Preview

Abstract

We investigate the effectiveness of the original PIN model (Easley, Kiefer, O’Hara, and Paperman, 1996) and five variants of the adjusted PIN model (Duarte and Young, 2009) in the Korean stock market. Throughout the series of likelihood-ratio fitness tests, we find that the unrestricted version of the adjusted PIN model fits best in the Korean stock market data

ORCID iDs

Kwon, Kyung Yoon ORCID: https://orcid.org/0000-0002-6212-8187

• Share and Export
  

  RefWorksRIS (EndNote Online, Zotero, Ref manager, etc)RDF+XMLEndNoteASCII CitationOpenURL ContextObject in SpanMPEG-21 DIDLRIOXX2 XMLBibTeXAtomEP3 XMLDublin CoreRDF+N-TriplesMODSHTML CitationJSONData Cite XMLRDF+N3Multiline CSVOpenURL ContextObjectReferSimple MetadataMETS
• Item metadata

  Item type:	Article
  ID code:	82149
  Dates:	Date Event 1 August 2016 Published 21 June 2016 Accepted
  Subjects:	Social Sciences > Finance
  Department:	Strathclyde Business School > Accounting and Finance
  Depositing user:	Pure Administrator
  Date deposited:	01 Sep 2022 10:37
  Last modified:	11 Nov 2024 13:36
  Related URLs:	Publisher http://www.korfin.org/eng/e_sub04/sub040...
  URI:	https://strathprints.strath.ac.uk/id/eprint/82149