Detecting unobserved heterogeneity in efficient prices via classifier-lasso
Wenxin Huang, Liangjun Su, and Yuan Zhuang
| Year of publication: |
2023
|
|---|---|
| Authors: | Huang, Wenxin ; Su, Liangjun ; Zhuang, Yuan |
| Subject: | Classifier-Lasso | Efficient price | Informed trading | Panel error-correction model | Unobserved heterogeneity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2036613 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448284