Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
A Factor Analytical Approach to Price Discovery
Author
Summary, in English
Department/s
- Department of Economics
Publishing year
2015
Language
English
Publication/Series
Working Paper / Department of Economics, School of Economics and Management, Lund University
Issue
4
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Price discovery
- panel data
- common factor models
- cross-unit cointegration
Status
Published