TY  - JOUR
TI  - Determining the Number of Factors in Approximate Factor Models
AU  - Jushan Bai
AU  - Serena Ng
JO  - Econometrica
PY  - 2002
VL  - 70
IS  - 1
DO  - 10.1111/1468-0262.00273
UR  - https://doi.org/10.1111/1468-0262.00273
ER  -


TY  - JOUR
TI  - Inferential Theory for Factor Models of Large Dimensions
AU  - Jushan Bai
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 1
DO  - 10.1111/1468-0262.00392
UR  - https://doi.org/10.1111/1468-0262.00392
ER  -


TY  - JOUR
TI  - Common risk factors in the returns on stocks and bonds
AU  - Eugene F. Fama
AU  - Kenneth R. French
JO  - Journal of Financial Economics
PY  - 1993
VL  - 33
IS  - 1
DO  - 10.1016/0304-405x(93)90023-5
UR  - https://doi.org/10.1016/0304-405x(93)90023-5
ER  -


TY  - JOUR
TI  - The option pricing model and the risk factor of stock
AU  - Dan Galai
AU  - Ronald W. Masulis
JO  - Journal of Financial Economics
PY  - 1976
VL  - 3
IS  - 1-2
DO  - 10.1016/0304-405x(76)90020-9
UR  - https://doi.org/10.1016/0304-405x(76)90020-9
ER  -


TY  - JOUR
TI  - Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
AU  - Gary Chamberlain
AU  - Michael Rothschild
JO  - Econometrica
PY  - 1983
VL  - 51
IS  - 5
DO  - 10.2307/1912275
UR  - https://doi.org/10.2307/1912275
ER  -


TY  - JOUR
TI  - Common factors in prices, order flows, and liquidity
AU  - Joel Hasbrouck
JO  - Journal of Financial Economics
PY  - 2001
VL  - 59
IS  - 3
DO  - 10.1016/s0304-405x(00)00091-x
UR  - https://doi.org/10.1016/s0304-405x(00)00091-x
ER  -


TY  - JOUR
TI  - Common Risk Factors in Currency Markets
AU  - Hanno N. Lustig
AU  - Nikolai L. Roussanov
AU  - Adrien Verdelhan
JO  - Review of Financial Studies
PY  - 2011
VL  - 24
IS  - 11
DO  - 10.1093/rfs/hhr068
UR  - https://doi.org/10.1093/rfs/hhr068
ER  -


TY  - JOUR
TI  - The macroeconomy and the yield curve: a dynamic latent factor approach
AU  - Francis X. Diebold
AU  - Glenn D. Rudebusch
AU  - S. Borağan Aruoba
JO  - Journal of Econometrics
PY  - 2005
VL  - 131
IS  - 1-2
DO  - 10.1016/j.jeconom.2005.01.011
UR  - https://doi.org/10.1016/j.jeconom.2005.01.011
ER  -