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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 Narayan
A Factor Analytical Approach to Price Discovery

History

Journal

Oxford Bulletin of Economics and Statistics

Volume

79

Pagination

366-394

Location

London, Eng.

ISSN

0305-9049

eISSN

1468-0084

Language

English

Publication classification

C1 Refereed article in a scholarly journal

Issue

3

Publisher

Wiley