High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures
Year of publication: |
2018
|
---|---|
Authors: | Nie, Jing |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 19, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2779646 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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