//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Wong, Wing Keung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Can Interactions between Finan...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Allgemeines Gleichgewicht
1
Börsenkurs
1
CAPM
1
Capital income
1
Connectedness
1
General equilibrium
1
Kapitaleinkommen
1
Random Walk
1
Random walk
1
Rational expectations
1
Rationale Erwartung
1
Share price
1
Theorie
1
Theory
1
general equilibrium
1
lotteries
1
mechanism design
1
rational expectations
1
stock prices
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Wong, Wing Keung
Obrimah, Oghenovo A.
110
Obrimah, Oghenovo Adewale
11
Prakash, Puneet
7
Alabi, Jacob
3
Rangan, Nanda K.
3
Ugo-Harry, Blessing
3
Ebere, Chidinma
2
Gupta, Manu
2
Abimiku, Faith
1
Briggs, Patricia
1
Ebere, Chidinma Edith
1
more ...
less ...
Published in...
All
Annals of financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...
Obrimah, Oghenovo Adewale
;
Wong, Wing Keung
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013262988
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->