The dynamics of trades and quote revisions across stock, futures, and option markets
Jangkoo Kang; Hyoung-Jin Park
| Year of publication: |
2008
|
|---|---|
| Authors: | Kang, Jangkoo ; Park, Hyoung-jin |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 11.2008, 2, p. 227-254
|
| Subject: | Wertpapierhandel | Securities trading | Marktstruktur | Market structure | Informationsverbreitung | Information dissemination | Informationseffizienz | Informational efficiency | VAR-Modell | VAR model | Südkorea | South Korea | 2002 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003759220