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CC = Walter E. Washington Convention Center   M = Marriott Marquis Washington, DC
* = applied session       ! = JSM meeting theme

Activity Details

199 * ! Mon, 8/8/2022, 2:00 PM - 3:50 PM CC-141
Computation Meets Testing for Financial Data — Contributed Papers
Business and Economic Statistics Section
Chair(s): Yuzhou Chen, Princeton University
2:05 PM A Bayesian Semiparametric Approach to Treatment Effect Variation with Noncompliance
Jared D. Fisher, Brigham Young University; Jared S Murray, The University of Texas McCombs School of Business; Avi Feller, University of California, Berkeley
2:20 PM A Generalized Ordinal Finite Mixture Regression Model for Market Segmentation
Duncan K Fong, Penn State; Yifan Zhang, Kennesaw State University; Wayne DeSarbo, Penn State
2:35 PM Merger Waves and the Importance of Financial Advisors Reputation for Acquirers
Jose Faias, Católica Lisbon School of Business and Economics
2:50 PM Severe Testing of Benford’s Law
Roy Cerqueti, La Sapienza University of Rome; Claudio Lupi, University of Molise
3:05 PM Estimating Value at Risk and Expected Shortfall
Kanon Kamronnaher, Clemson University; Whitney Huang, Clemson University; Colin M Gallagher, Clemson University; Andrew Bellucco, Credit Karma
3:20 PM Fundamental Power Index in the Assessment of Listed Companies
Malgorzata Ludmi?a Tarczynska-Luniewska, University of Szczecin; Monika Rozkrut, University of Szczecin
3:35 PM Floor Discussion