مرکز منطقه ای اطلاع رساني علوم و فناوري - Measures of contributions to price discovery: a comparison

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 :

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

Link To Document :