Joakim Westerlund
Professor, Programchef - Magisterprogram i Dataanalys och ekonomi
A Factor Analytical Approach to Price Discovery
Författare
Summary, in English
Avdelning/ar
- Nationalekonomiska institutionen
Publiceringsår
2015
Språk
Engelska
Publikation/Tidskrift/Serie
Working Paper / Department of Economics, School of Economics and Management, Lund University
Issue
4
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- Price discovery
- panel data
- common factor models
- cross-unit cointegration
Status
Published