EconPapers    
Economics at your fingertips  
 

Price discovery and common factor models

Richard Baillie (), G. Geoffrey Booth, Yiuman Tse and Tatyana Zabotina

Journal of Financial Markets, 2002, vol. 5, issue 3, 309-321

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (156) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1386-4181(02)00027-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321

Access Statistics for this article

Journal of Financial Markets is currently edited by B. Lehmann, D. Seppi and A. Subrahmanyam

More articles in Journal of Financial Markets from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-04-09
Handle: RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321