The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 38 (2012)
Issue (Month): 3 (April)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Information shares; Leverage; Intraday data; Exchange-traded funds; G19;
Find related papers by JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
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