An Examination of the Role of Time in Ultra-High Frequency Data and its Impact on Price Revisions in News Corporation Stock
Year of publication: |
[2004]
|
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Authors: | Allen, David E. |
Other Persons: | Peiris, Shelton (contributor) ; Yang, Wenling Joey (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2003 erstellt |
Other identifiers: | 10.2139/ssrn.477781 [DOI] |
Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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