A factor analytical approach to price discovery
Year of publication: |
June 2017
|
---|---|
Authors: | Westerlund, Joakim ; Reese, Simon ; Narayan, Paresh Kumar |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 79.2017, 3, p. 366-394
|
Subject: | Finanzmarktökonometrie | Financial econometrics | Faktorenanalyse | Factor analysis | Einheitswurzeltest | Unit root test | Panel | Panel study |
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