Price discovery in stock index: an ARDL-ECM approach in Taiwan case
| Year of publication: |
2012
|
|---|---|
| Authors: | Jiang, Shi-jie ; Chang, Matthew ; Chiang, I-chan |
| Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 46.2012, 4, p. 1227-1238
|
| Publisher: |
Springer |
| Subject: | ARDL-ECM | Lead-lag | Spot and futures | Stock index | Price discovery |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010556997