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Price discovery and common factor models

2002553 citationsJournal Article

Authors

Richard T. Baillie · Michigan State University

G. Geoffrey Booth · Michigan State University

Yiuman Tse · The University of Texas at San Antonio

Tatyana Zabotina · University of Illinois at Springfield

Topics & Keywords

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Financial Markets

Volume 5, Issue 3, pp. 309-321

DOI: 10.1016/s1386-4181(02)00027-7

Field-Weighted Citation Impact: 20.93

Price discovery and common factor models | Researchclopedia