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Full-Text Articles in Finance
The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell
The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell
Byron E. Bell
No abstract provided.
A Mathematical Regression Of The U.S. Gross Private Domestic Investment 1959-2001, Byron E. Bell
A Mathematical Regression Of The U.S. Gross Private Domestic Investment 1959-2001, Byron E. Bell
Byron E. Bell
SUMMARY OF PROJECT What did I do? A study of the role the U.S. stock markets and money markets have possibly played in the Gross Private Domestic Investment (GPDI) of the United States from the year 1959 to the year 2001 and I created a Multiple Linear Regression Model (MLRM).
Inferring Information Frequency And Quality, Douglas G. Steigerwald, John Owens
Inferring Information Frequency And Quality, Douglas G. Steigerwald, John Owens
Douglas G. Steigerwald
We develop a microstructure model that, in contrast to previous models, allows one to estimate the frequency and quality of private information. In addition, the model produces stationary asset price and trading volume series. We find evidence that information arrives frequently within a day and that this information is of high quality. The frequent arrival of information, while in contrast to previous microstructure model estimates, accords with nonmodel-based estimates and the related literature testing the mixture-of-distributions hypothesis. To determine if the estimates are correctly reflecting the arrival of latent information, we estimate the parameters over half-hour intervals within the day. …