Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets
Jianxin Wang; Minxian Yang
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Jian-xin ; Yang, Minxian |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 14.2011, 1, p. 82-108
|
| Subject: | Price discovery | Information share | Sequential markets | Realized variance | Beverage-Nelson decomposition | Efficient price | Foreign exchange rate | Wechselkurs | Exchange rate | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009267110