Price discovery and asset pricing

Version 2 2024-06-04, 01:15

Version 1 2016-12-12, 13:46

journal contribution

posted on 2016-12-01, 00:00 authored by Paresh Narayan, D H B Phan, Kannan ThuraisamyKannan Thuraisamy, Joakim WesterlundJoakim Westerlund

Price discovery and asset pricing

History

Journal

Pacific Basin Finance Journal

Volume

40

Pagination

224 - 235

Publisher

ELSEVIER SCIENCE BV

Publisher DOI

https://doi.org/10.1016/j.pacfin.2016.08.009

ISSN

0927-538X

eISSN

1879-0585

Language

English

Author URL

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000389092200015&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a045e4b2bb1f2b747c68c720ec8913b7

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2016, Elsevier B.V.

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Keywords

Social Sciences Business, Finance Business & Economics Price discovery Asset pricing Islamic stocks Predictive regression Out-of-sample STOCK RETURN PREDICTABILITY VARYING COEFFICIENT APPROACH PREDICTIVE ACCURACY RATE RISK MARKETS OIL SPOT MOMENTUM MODEL

Licence

All Rights Reserved

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