A Factor Analytical Approach to Price Discovery
Version 2 2024-06-03, 16:04
Version 1 2021-10-25, 12:18
journal contribution
posted on 2024-06-03, 16:04 authored by Joakim WesterlundJoakim Westerlund, S Reese, P NarayanA Factor Analytical Approach to Price Discovery
History
Journal
Oxford Bulletin of Economics and StatisticsVolume
79Pagination
366-394Location
London, Eng.ISSN
0305-9049eISSN
1468-0084Language
EnglishPublication classification
C1 Refereed article in a scholarly journalIssue
3Publisher
WileyUsage metrics
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Keywords
Business & Economicscommon factor modelsCOMPONENTScross-unit cointegrationEconomicsMARKETMathematical Methods In Social SciencesMathematicspanel dataPhysical SciencesPrice discoveryQUALITYScience & TechnologySECURITYSocial SciencesSocial Sciences, Mathematical MethodsStatistics & ProbabilityDepartment of EconomicsDepartment of Finance3801 Applied economics3803 Economic theory
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