Multi-market trading, price delay, and return predictability
Year of publication: |
2021
|
---|---|
Authors: | Xia, Chuanxin ; Yang, Nien-Tzu ; Lin, Chaonan ; Ko, Kuan-Cheng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
|
Subject: | ADRs | Arbitrage risk | Price delay | Return predictability | Underlying equity | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Arbitrage | Geldmarktpapier | Money market instruments | Prognose | Forecast | Schätzung | Estimation |
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