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The Econometrics of Financial Markets
Data up to Jan 2025
Published2012
Citations6,595
References5
Total Citations Per Year
Abstract
References (5)
An econometric analysis of nonsynchronous trading
1990 • 828 citations
An ordered probit analysis of transaction stock prices
1992 • 454 citations
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
2004 • 233 citations
Implementing Option Pricing Models When Asset Returns Are Predictable
1995 • 224 citations
The Econometrics of Financial Markets
1998 • 75 citations
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