Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods
| Year of publication: |
2007
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|---|---|
| Authors: | Menkveld, Albert J. ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 25.2007, 2, p. 213-225
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