Hess, Kurt (contributor); Grimes, Arthur L. (contributor); … - 2008
and Mark J. Holmes
Department of Economics
Working Paper in Economics 08/10
June 2008
Corresponding Author … Economics
University of Waikato Management School
Hamilton, New Zealand
- 2 -
Abstract
We analyse determinants of …’ course of business. In the words of
Danielsson (2002), “market data are endogenous to market behaviour so statistical …