Time-varying arbitrage and dynamic price discovery
Bart Frijns, Remco C.J. Zwinkels
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Frijns, Bart ; Zwinkels, Remco C. J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 485-502
|
| Subject: | Market microstructure | Heterogeneous agent models | Time-varying arbitrage | Price discovery | Marktmikrostruktur | Arbitrage | Theorie | Theory | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | Wertpapierhandel | Securities trading | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974226