The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA
| Year of publication: |
2012
|
|---|---|
| Authors: | Simpson, Marc ; Moreno, Jose ; Ozuna, Teofilo |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 38.2012, 3, p. 347-365
|
| Publisher: |
Springer |
| Subject: | Information shares | Leverage | Intraday data | Exchange-traded funds |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867742