Price discovery and common factor models - Concepedia

Concepedia

Publication | Closed Access

Price discovery and common factor models

553

Citations

13

References

2002

Year

Richard T. Baillie, G. Geoffrey Booth, Yiuman Tse, Tatyana Zabotina

Journal of Financial Markets

EconomicsDynamic PricingAsset PricingPrice FormationCommon Factor ModelsEconomic AnalysisBusinessInternational PricingMarket DesignFinanceQuantitative Management

References

	Year	Citations

Page 1