Bruce N. Lehmann
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Whom Bruce N. Lehmann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bruce N. Lehmann overall
- Terrence Hendershott
- Bingcheng Yan
- Charles M. Jones
- Eric Zivot
- Tālis J. Putniņš
- P. R. Hansen
- Joel Hasbrouck
- Sugato Chakravarty
Papers from Bruce N. Lehmann's perspective
Ordered by how strongly the researchers Bruce N. Lehmann trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- The Quality of ECN and Nasdaq Market Maker Quotes
- Trading and Pricing in Upstairs and Downstairs Stock Markets
- Working Paper Series
- Mixing: Properties and Examples
- Evaluating latent and observed factors in macroeconomics and finance
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
- Inferential Theory for Factor Models of Large Dimensions
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- MACROECONOMICS AND REALITY
Their papers
- Some desiderata for the measurement of price discovery across markets (2002) — 277 citations