Who moves first? : an intensity-based measure for information flows across stock exchanges
Year of publication: |
2013
|
---|---|
Authors: | Kehrle, Kerstin ; Peter, Franziska Julia |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1629-1642
|
Subject: | Price discovery | Cross-listed stocks | Autoregressive conditional intensity model | Börsenkurs | Share price | Aktienmarkt | Stock market | Börse | Bourse | Zweitlisting | Dual listing |
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