Price discovery and common factor models

Price discovery and common factor models

Richard T. Baillie, G. Geoffrey Booth, Yiuman Tse, Tatyana Zabotina
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Volume:
5
Year:
2002
Language:
english
DOI:
10.1016/s1386-4181(02)00027-7
File:
PDF, 125 KB
english, 2002
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