Main or satellite? : testing causality-in-mean and variance for dually listed stocks
Year of publication: |
2012
|
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Authors: | Qadan, Mahmod ; Yagil, Joseph |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 3, p. 279-289
|
Subject: | Dominant-satellite relationship | Dually listed stocks | International stock markets | Price discovery | Causality | co-integration | Börsenkurs | Share price | Aktienmarkt | Stock market | Aktie | Share |
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