Who moves first? : an intensity-based measure for information flows across stock exchanges
Kerstin Kehrle; Franziska J. Peter
| Year of publication: |
2013
|
|---|---|
| Authors: | Kehrle, Kerstin ; Peter, Franziska Julia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1629-1642
|
| Subject: | Price discovery | Cross-listed stocks | Autoregressive conditional intensity model | Börsenkurs | Share price | Aktienmarkt | Stock market | Börsenhandel | Stock exchange trading | Informationsverbreitung | Information dissemination | Zweitlisting | Dual listing |
| Extent: | graph. Darst. |
|---|---|
| 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/10009729033