INTRADAY PRICE DISCOVERY IN EMERGING EQUITY MARKET: ANALYSIS OF SET50 INDEX, SET50 INDEX FUTURES AND THAIDEX SET50 (TDEX)
Year of publication: |
2012
|
---|---|
Authors: | CHIYACHANTANA, Chiraphol N. ; CHOOCHUAY, Julaluck ; LIKITAPIWAT, Tanakorn |
Published in: |
Journal of Applied Economic Sciences Quarterly. - ASERS Publishing. - Vol. VII.2012, 4, p. 380-390
|
Publisher: |
ASERS Publishing |
Subject: | Price discovery | cointegration | common factor | error correction model | Information share | conditional information share |
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