Cointegration, error correction, and price discovery on informationally linked security markets
Year of publication: |
1995
|
---|---|
Authors: | Harris, Frederick H. deB. ; McInish, Thomas H. ; Shoesmith, Gary L. ; Wood, Robert A. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 4, p. 563-579
|
Subject: | IBM Corporation | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Schätzung | Estimation | USA | United States | 1990 |
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