Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression

DOI10.1002/ASMB.2149zbMATH Open1411.62356OpenAlexW2115439123MaRDI QIDQ4620144FDOQ4620144

Deqing Wang, Yuandi Wang, Xiangling Liu, Xin Yu Wang

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2149

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zbMATH Keywords

Bayesian inferenceprice-volume relationshipchange point panel quantile regressionposterior Bayesian factor

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Cited In (1)

• Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms

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