Primary Article
The Changing State of the NYSE Market
New Common Factors, Players, and Impulse Responses
Sugato Chakravarty, Frederick H. deB. Harris and Robert A. Wood
Trading Winter 2009, 2009 (1) 120-146
Sugato Chakravarty
A professor and the head of the Department of Consumer Sciences at Purdue University in West Lafayette, IN.
Frederick H. deB. Harris
McKinnon professor of economics and finance at Babcock Graduate School of Management, Wake Forest University in Winston-Salem, NC.
Robert A. Wood
a university distinguished professor of finance at Fogelman College of Business and Economics, University of Memphis in Memphis, TN.
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In this issue
Algorithmic Trading II: Precision, Control, Execution - 2006
Vol. 2009, Issue 1
Winter 2009
The Changing State of the NYSE Market
Sugato Chakravarty, Frederick H. deB. Harris, Robert A. Wood
Trading Dec 2009, 2009 (1) 120-146;
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