The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Year of publication: |
2004
|
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Authors: | Chiao, Chaoshin ; Hung, Ken ; Lee, Cheng F. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 5, p. 709-731
|
Subject: | Marktmikrostruktur | Market microstructure | Lag-Modell | Lag model | Kapitaleinkommen | Capital income | Geld-Brief-Spanne | Bid-ask spread | Aktienmarkt | Stock market | Taiwan | 1980-2000 |
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