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 2194065. - Vol. 30.1995, 4, p. 563-580
|