Time varying price discovery of the New Third Board market in China : does the market-making system help?
Year of publication: |
2019
|
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Authors: | Qiao, Gaoxiu ; Zhao, Pengfei ; Li, Weiping |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 45, p. 4902-4919
|
Subject: | market-making system | New Third Board | price discovery contribution | Shanghai and Shenzhen stock markets | time-varying coefficients error correction model | China | Börsenkurs | Share price | Kointegration | Cointegration | Aktienmarkt | Stock market | Börse | Bourse |
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