A Factor Analytical Approach to Price Discovery Westerlund, Per, Reese, S and Narayan, Paresh 2017, A Factor Analytical Approach to Price Discovery, Oxford Bulletin of Economics and Statistics, vol. 79, no. 3, pp. 366-394, doi: 10.1111/obes.12167. Attached Files Name Description MIMEType Size Downloads Title A Factor Analytical Approach to Price Discovery Author(s) Westerlund, Per orcid.org/0000-0002-8030-5706 Reese, S Narayan, Paresh orcid.org/0000-0001-7934-8146 Journal name Oxford Bulletin of Economics and Statistics Volume number 79 Issue number 3 Start page 366 End page 394 Total pages 29 Publisher Wiley Place of publication London, Eng. Publication date 2017-06 ISSN 0305-9049 1468-0084 Keyword(s) Business & Economics common factor models COMPONENTS cross-unit cointegration Economics MARKET Mathematical Methods In Social Sciences Mathematics panel data Physical Sciences Price discovery QUALITY Science & Technology SECURITY Social Sciences Social Sciences, Mathematical Methods Statistics & Probability Language eng DOI 10.1111/obes.12167 Field of Research 14 Economics HERDC Research category C1 Refereed article in a scholarly journal Persistent URL http://hdl.handle.net/10536/DRO/DU:30157868 Document type: Journal Article Collections: Faculty of Business and Law Department of Finance Related Links Link Description Connect to published version Go to link with your DU access privileges   Connect to Elements publication management system Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 25 Oct 2021, 11:18:44 EST Tue, 26 Oct 2021, 07:10:15 EST Tue, 26 Oct 2021, 15:08:25 EST Wed, 27 Oct 2021, 14:14:16 EST Thu, 04 Nov 2021, 14:27:52 EST Thu, 04 Nov 2021, 14:28:32 EST Thu, 04 Nov 2021, 15:09:03 EST Thu, 04 Nov 2021, 15:12:22 EST Filtered Full Citation counts:   Cited 2 times in TR Web of Science Cited 5 times in Scopus Search Google Scholar Access Statistics: 58 Abstract Views, 0 File Downloads  -  Detailed Statistics Created: Mon, 25 Oct 2021, 11:18:44 EST