Industry and time specific deviations from fundamental values in a random coefficient model
| Year of publication: |
2007
|
|---|---|
| Authors: | Becchetti, Leonardo ; Rocci, Roberto ; Trovato, Giovanni |
| Published in: |
Annals of Finance. - Springer. - Vol. 3.2007, 2, p. 257-276
|
| Publisher: |
Springer |
| Subject: | Fundamental/price relationship | Finite mixture models | EM algorithm | Panel data |
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