Does low price synchronicity mean more informativeness in stock prices? : empirical evidence on information integration speed in the Chinese stock market
Year of publication: |
2019
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Authors: | Hu, Yingyi ; Zhao, Tiao ; Zhang, Lin |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 5, p. 1014-1033
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Subject: | firm-specific information | information integration | market-wide information | trading cost | Börsenkurs | Share price | China | Informationsökonomik | Economics of information | Aktienmarkt | Stock market | Asymmetrische Information | Asymmetric information | Information | Schätzung | Estimation | Informationswert | Information value | Marktintegration | Market integration |
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