The Dynamics of Trade and Quote Revisions Across Stock, Futures, and Option Markets
Year of publication: |
2009
|
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Authors: | Kang, Jangkoo |
Other Persons: | Park, Hyoung-jin (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Informationsverbreitung | Information dissemination | Marktstruktur | Market structure | Südkorea | South Korea | Informationseffizienz | Informational efficiency | VAR-Modell | VAR model | Derivat | Derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Pacific Basin Financial Markets and Policies, Vol. 11, No. 2, pp. 227-254, 2008 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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