| Name | Last modified | Size | Description |
|---|---|---|---|
| Parent Directory | - | ||
| Common factor components versus information shares a reply.pdf | 06-Feb-2026 16:34 | 107.6KB | |
| Incentives for voluntary disclosure.pdf | 06-Feb-2026 16:34 | 329.0KB | |
| Measures of contributions to price discovery a comparison.pdf | 06-Feb-2026 16:34 | 86.6KB | |
| Price discovery and common factor models.pdf | 06-Feb-2026 16:34 | 125.4KB | |
| Security price adjustment across exchanges an investigation of common factor components for Dow stocks.pdf | 06-Feb-2026 16:34 | 226.0KB | |
| Some desiderata for the measurement of price discovery across markets.pdf | 06-Feb-2026 16:34 | 177.6KB | |