Lower tick sizes and futures pricing efficiency : evidence from the emerging Malaysian market
Sunil S. Poshakwale, Jude W. Taunson, Anandadeep Mandal, Michael Theobald
| Year of publication: |
2019
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|---|---|
| Authors: | Poshakwale, Sunil S. ; Taunson, Jude W. ; Mandal, Anandadeep ; Theobald, Michael |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 53.2019, 4, p. 1135-1163
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| Subject: | Index futures | Speed of adjustment | Mean reversion | Market microstructure | Emerging markets | Schwellenländer | Emerging economies | Index-Futures | Marktmikrostruktur | Malaysia | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Mean Reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0777-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012234500