Financial crises, price discovery, and information transmission : a high-frequency perspective
Roland Füss, Ferdinand Mager, Michael Stein, Lu Zhao
| Year of publication: |
November 2018
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|---|---|
| Authors: | Füss, Roland ; Mager, Ferdinand ; Stein, Michael ; Zhao, Lu |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 32.2018, 4, p. 333-365
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| Subject: | Financial crises | Macroeconomic announcements | Price discovery process | Information transmission process | High-frequency data | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Informationsverbreitung | Information dissemination | Finanzkrise | Financial crisis | Theorie | Theory | Volatilität | Volatility | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-018-0318-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011951995