Work

A common factor analysis for the US and the German stock markets during overlapping trading hours

Year: 2007

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2007.07.005

Authors: Michael Flad, Robert C. Jung

Institutions: Goethe University Frankfurt, University of Hohenheim, University of Erfurt

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2038930751

FWCI: 0.561

Cites: 37

Cited by: 21

Related to: 10