International price discovery in the presence of microstructure noise
Year of publication: |
2008
|
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Authors: | Grammig, Joachim G. ; Peter, Franziska J. |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Börsenkurs | Internationaler Preiszusammenhang | Noise Trading | Mikrostrukturanalyse | Kanada | USA | International Cross-Listings | Market Microstructure Noise | Price Discovery |
Series: | CFS Working Paper ; 2008/50 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606200061 [GVK] hdl:10419/43237 [Handle] RePEc:zbw:cfswop:200850 [RePEc] |
Classification: | F3 - International Finance ; G15 - International Financial Markets |
Source: |
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