The financial econometrics of price discovery and predictability
Seema Narayan, Russell Smyth
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Narayan, Seema ; Smyth, Russell |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 42.2015, p. 380-393
|
| Subject: | Price discovery | Price predictability | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Preis | Price | Kointegration | Cointegration | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573535