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The probability of informed trading (PIN) is a commonly used market microstructure measure for detecting the level of information asymmetry. Estimating PIN can be problematic due to corner solutions, local maxima and floating point exceptions (FPE). Yan and Zhang [J. Bank. Finance, 2012, 36, 454–467] show that whilst factorization can solve FPE, boundary solutions appear frequently in maximum likelihood estimation for PIN. A grid search initial value algorithm is suggested to overcome this problem. We present a faster method for reducing the likelihood of boundary solutions and local maxima based on hierarchical agglomerative clustering (HAC). We show that HAC can be used to determine an accurate and fast starting value approximation for PIN. This assists the maximum likelihood estimation process in both speed and accuracy. 相似文献
53.
甘丽华 《湖北财经高等专科学校学报》2011,23(1):72-74
元认知策略的主要内容与提高学生英语课外阅读自主学习能力密切相关。提高学生的元认知意识、培训学生制定课外阅读计划、自我监控阅读过程及评估阅读效果,有利于激发学生学习的主动性和能动性,培养学生的英语自主阅读能力。 相似文献
54.
国际公约与可持续旅游发展研究——兼论我国可持续旅游发展之路径 总被引:2,自引:0,他引:2
基于旅游业对经济、环境、文化等所产生的巨大的负面影响,学者对传统的旅游发展模式提出了质疑,生态旅游和可持续旅游的理念得到人们的接受和推崇。本论文对几大重要的可持续旅游国际公约进行了一定程度的评述,并在此基础上对我国可持续旅游发展道路提出了几点建议。 相似文献
55.
甘绍群 《中国农业银行武汉培训学院学报》2005,(3):25-28
文章通过农业补贴政策比较探讨了农业补贴调整方向,并认为要用政策性金融杠杆支持和保护农业势在必行。 相似文献
56.
Sarah Kovoor-Misara 《Technological Forecasting and Social Change》1996,53(2):169-183
This article proposes that factors such as the experience of a crisis, new members on the top management team, regulation, expectations of the industry association, and the potential threat of media scrutiny motivate organizations to make changes in their crisis preparation practices and move toward greater preparedness. It describes how each of these factors motivate organizations to make changes, and explains specific characteristics that are critical in creating fundamental versus superficial changes. 相似文献
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Winnay SS 《Employee benefits journal》2004,29(2):37-40
Self-managed, "tailored" behavioral change programs cross both wellness and disease management issues and can impact the bottom line on health care costs of both employer and employee. For example, a back pain program can help change employee behavior to prevent the incidence and upflow of a condition to more severe and debilitating situations. 相似文献
58.
Sarah Smith 《Fiscal Studies》2012,33(4):449-466
There is growing policy interest in charitable giving in the UK. As part of its Big Society agenda, the current government is keen to encourage a higher level of donations, highlighting new technologies, new social norms and tax incentives as potential mechanisms for raising giving. In the 2012 Budget, however, the Chancellor also proposed limiting tax relief on donations to £50,000, sparking an intense discussion about the effectiveness and desirability of tax incentives for major donors. This paper brings together recent evidence relevant to the ongoing policy debates. 相似文献
59.
Sarah Moore Leon Grunberg Ed Greenberg 《Employee Responsibilities and Rights Journal》1998,11(2):135-150
Using responses from 1429 workers employed in the wood products industry, we examine the relationship between drug testing (DT) attitudes and several demographic, organizational, job attitude, and job outcome variables. After controlling for age and marital status, analyses revealed moderate correlations between DT attitudes and alcohol and drug variables, DT program characteristics, organizational, and work attitude variables. DT attitudes were weakly but significantly related to absences, late work arrivals, accidents, and injuries. Implications of the findings and future research suggestions are discussed. 相似文献
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