Learning the true index level : index return autocorrelation in an REE auction market
Patrik Säfvenblad
| Year of publication: |
1997
|
|---|---|
| Authors: | Säfvenblad, Patrik |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : Stockholm School of Economics, the Economic Research Inst. |
| Subject: | Aktienindex | Stock index | Auktionstheorie | Auction theory | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Börsenkurs | Share price | Auktion | Auction | Schätzung | Estimation | Rationale Erwartung | Rational expectations | Frankreich | France |
| Extent: | 29 S |
|---|---|
| Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 190 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | REE = Rational expectation equilibrium |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000971378