International price discovery in the presence of market microstructure effects
Year of publication: |
2008
|
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Authors: | Grammig, Joachim G. ; Peter, Franziska J. |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Aktienmarkt | Börsenkurs | Marktanteil | Unvollkommene Information | Internationaler Finanzmarkt | Mikroökonomik | international cross-listings | market microstructure effects | price discovery |
Series: | CFR working paper ; 08-10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 591502119 [GVK] hdl:10419/41379 [Handle] RePEc:zbw:cfrwps:0810 [RePEc] |
Classification: | F3 - International Finance ; G15 - International Financial Markets |
Source: |
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International price discovery in the presence of market microstructure effects
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