Industry and time specific deviations from fundamental values in a random coefficient model

Annals of Finance

Volumn 3, Issue 2, 2007, Pages 257-276

  Becchetti, Leonardo ^a   Rocci, Roberto ^a   Trovato, Giovanni ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

EM algorithm; Finite mixture models; Fundamental price relationship; Panel data

Indexed keywords

EID: 33846547920     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-006-0047-x     Document Type: Article

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