Panel data measures of price discovery
Version 2 2024-06-03, 16:04
Version 1 2021-05-14, 09:21
journal contribution
posted on 2024-06-03, 16:04 authored by H Karabiyik, Joakim WesterlundJoakim Westerlund, P NarayanPanel data measures of price discovery
History
Journal
Econometric ReviewsVolume
41Pagination
269-290Location
London, Eng.Open access
- Yes
ISSN
0747-4938eISSN
1532-4168Language
EnglishNotes
In PressPublication classification
C1 Refereed article in a scholarly journal, C Journal articleIssue
3Publisher
TAYLOR & FRANCIS INCUsage metrics
Categories
Keywords
Social SciencesScience & TechnologyPhysical SciencesEconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical MethodsStatistics & ProbabilityBusiness & EconomicsMathematicsMathematical Methods In Social SciencesPrice discoverypanel datainformation sharepermanent–transitory decompositionDepartment of EconomicsCentre for Economics and Financial Econometrics Research3802 Econometrics3801 Applied economics3502 Banking, finance and investment
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