Journal of Financial Markets · 2002 · 316 citations · 48 references
BusinessFinanceFinancial EconomicsFinancial MarketsCapital MarketsFactor ModelsForeign Exchange MarketsForeign Exchange OperationsStock MarketsFactor Robustness TestingForeign Exchange AdjustmentMarket Price Adjustment
48
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
David E. Booth · Technometrics · 1997 · 3.2K citations
Price, trade size, and information in securities markets
David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations
James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 1988 · 1.9K citations