The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Chaoshin Chiao; Ken Hung; Cheng F. Lee
| Year of publication: |
2004
|
|---|---|
| Authors: | Chiao, Chaoshin ; Hung, Ken ; Lee, Cheng F. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 5, p. 709-731
|
| Subject: | Marktmikrostruktur | Market microstructure | Lag-Modell | Lag model | Kapitaleinkommen | Capital income | Geld-Brief-Spanne | Bid-ask spread | Aktienmarkt | Stock market | Taiwan | 1980-2000 |
| 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/10002260905