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ArticleEvery minute counts in financial markets

Charles Goodhart1991

Article1991

Every minute counts in financial markets

Charles Goodhart · Lorenzo Figliuoli

189 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 1987Time Series Regression with a Unit Root 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1988Mean reversion in stock prices 1987Mean Reversion in Stock Prices: Evidence and Implications

Cited by

1995Fractals and Intrinsic Time - a Challenge to Econometricians 2004Exchange rate puzzles: A tale of switching attractors 2000Public Information Arrival, Exchange Rate Volatility, and Quote Frequency 1993News effects in a high‐frequency model of the sterling‐dollar exchange rate 2003Intraday technical trading in the foreign exchange market 2001Consistent High‐precision Volatility from High‐frequency Data

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Details

Year1991

Typearticle

Published1991-03-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations189

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0261-5606(91)90025-f

openalex_workW2008592128

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