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Price discovery and common factor models Author info | Abstract | Publisher info | Download info | Related research | Statistics Baillie, Richard T.
Geoffrey Booth, G.
Tse, Yiuman
Zabotina, Tatyana
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Article provided by Elsevier in its journal Journal of Financial Markets .
Volume (Year): 5 (2002)
Issue (Month): 3 (July)
Pages: 309-321
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Handle: RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321Contact details of provider: Web page: http://www.elsevier.com/locate/finmar
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