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2022
Mark Panel data measures of price discovery
Karabiyik, Hande ^LU ; Westerlund, Joakim ^LU and Narayan, Paresh (2022) In Econometric Reviews 41(3). p.269-290
- Contribution to journal › Article
2018
Mark Islamic spot and index futures markets : Where is the price discovery?
Karabiyik, Hande ^LU ; Narayan, Paresh Kumar ; Phan, Dinh Hoang Bach and Westerlund, Joakim ^LU (2018) In Pacific Basin Finance Journal 52. p.123-133
- Contribution to journal › Article
Mark Some preliminary evidence of price discovery in Islamic banks
Narayan, Paresh Kumar ; Sharma, Susan Sunila ; Thuraisamy, Kannan Sivananthan and Westerlund, Joakim ^LU (2018) In Pacific Basin Finance Journal 52. p.107-122
- Contribution to journal › Article
2017
Mark A Factor Analytical Approach to Price Discovery
Westerlund, Joakim ^LU ; Reese, Simon ^LU and Narayan, Paresh (2017) In Oxford Bulletin of Economics and Statistics 79(3). p.366-394
- Contribution to journal › Article
2016
Mark Price Discovery and Asset Pricing
Westerlund, Joakim ^LU ; Sharma, Susan ; Narayan, Paresh and Thuraisamy, Kannan (2016) In Pacific Basin Finance Journal 40(A). p.224-235
- Contribution to journal › Article
2015
Mark A Factor Analytical Approach to Price Discovery
Reese, Simon ^LU ; Westerlund, Joakim ^LU and Narayan, Paresh (2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University
- Working paper/Preprint › Working paper