The S&P 500 Index Effect in Continuous Time : Evidence from Overnight, Intraday and Tick-By-Tick Stock Price Performance
Year of publication: |
[2007]
|
---|---|
Authors: | Kappou, Konstantina |
Other Persons: | Brooks, Chris (contributor) ; Ward, Charles W.R. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2007 erstellt |
Other identifiers: | 10.2139/ssrn.991858 [DOI] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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