Multi-market trading, price delay, and return predictability
Chuanxin Xia, Nien-Tzu Yang, Chaonan Lin, Kuan-Cheng Ko
| Year of publication: |
2021
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|---|---|
| Authors: | Xia, Chuanxin ; Yang, Nien-Tzu ; Lin, Chaonan ; Ko, Kuan-Cheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
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| Subject: | ADRs | Arbitrage risk | Price delay | Return predictability | Underlying equity | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Geldmarktpapier | Money market instruments | Arbitrage | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101730 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819821