A characterization of the price behavior of international dual stocks : an error correction approach
Year of publication: |
1999
|
---|---|
Authors: | Lieberman, Offer ; Ben-Zion, Uri ; Hauser, Shmuel |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 18.1999, 2, p. 289-304
|
Subject: | Börsenkurs | Share price | Börse | Bourse | Arbitrage | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Israel | USA | United States |
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