Title of article

Measures of contributions to price discovery: a comparison

Author/Authors

Frank de Jong، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2002

Pages

5

From page

323

To page

327

Keywords

Price discovery , cointegration , Permanent–transitory decomposition

Journal title

Journal of Financial Markets

Serial Year

2002

Journal title

Journal of Financial Markets

Record number

189419