Some desiderata for the measurement of price discovery across markets

被引：120

作者：

Lehmann, BN ^{[1
]}

机构：

[1] Univ Calif San Diego, Grad Sch Int Relat & Pacific Studies, La Jolla, CA 92093 USA

来源：

关键词：

D O I：

10.1016/S1386-4181(02)00025-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：259 / 276

页数：18

相关论文

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[3] DEJONG F, 2002, J FINANCIAL MARKETS
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[5] Harris FHD, 1995, J FINANC QUANT ANAL, V30, P563
[6] HARRIS FHD, 2002, J FINANCIAL MARKETS
[7] ONE SECURITY, MANY MARKETS - DETERMINING THE CONTRIBUTIONS TO PRICE DISCOVERY
HASBROUCK, J
[J]. JOURNAL OF FINANCE, 1995, 50 (04) : 1175 - 1199
[8] HASBROUCK J, 2002, J FINANCIAL MARKETS