One security, many markets : determining the contributions to price discovery
Year of publication: |
1995
|
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Authors: | Hasbrouck, Joel |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 50.1995, 4, p. 1175-1199
|
Subject: | Börsenkurs | Share price | Informationsökonomik | Economics of information | Zeitreihenanalyse | Time series analysis | USA | United States | 1993 |
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