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An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore

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Author Info

  • Ding, David K.
  • Harris, Frederick H. deB.
  • Lau, Sie Ting
  • McInish, Thomas H.

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File URL: http://www.sciencedirect.com/science/article/B6VGV-3XTDV7M-7/2/726e2fe49b6355e9de9e08c056aa0c73
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Multinational Financial Management.

Volume (Year): 9 (1999)
Issue (Month): 3-4 (November)
Pages: 317-329

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Handle: RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:317-329

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Web page: http://www.elsevier.com/locate/mulfin

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References

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  1. Garbade, Kenneth D & Silber, William L, 1979. "Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk," Journal of Finance, American Finance Association, vol. 34(3), pages 577-93, June.
  2. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  3. Leachman, Lori L. & Francis, Bill, 1995. "Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 551-577.
  4. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  5. Kasa, Kenneth, 1992. "Common stochastic trends in international stock markets," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 95-124, February.
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