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

Leonardo Becchetti, Roberto Rocci and Giovanni Trovato ()

Annals of Finance, 2007, vol. 3, issue 2, 257-276

Keywords: Fundamental/price relationship; Finite mixture models; EM algorithm; Panel data; C140; C230; G120 (search for similar items in EconPapers)
Date: 2007
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Working Paper: Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:kap:annfin:v:3:y:2007:i:2:p:257-276

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DOI: 10.1007/s10436-006-0047-x

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