Price discovery in stock index: an ARDL-ECM approach in Taiwan case
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Bibliographic InfoArticle provided by Springer in its journal Quality & Quantity.
Volume (Year): 46 (2012)
Issue (Month): 4 (June)
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Web page: http://www.springer.com/economics/journal/11135
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- Bahmani-Oskooee, Mohsen & Bohl, Martin T., 2000. "German monetary unification and the stability of the German M3 money demand function," Economics Letters, Elsevier, vol. 66(2), pages 203-208, February.
- Hasbrouck, Joel, 1995. " One Security, Many Markets: Determining the Contributions to Price Discovery," Journal of Finance, American Finance Association, vol. 50(4), pages 1175-99, September.
- M. R. Garfinkel & A. Glazer & J. Lee, 1999.
"Election Surprises and Exchange Rate Uncertainty,"
Economics and Politics,
Wiley Blackwell, vol. 11(3), pages 255-274, November.
- Stoll, Hans R. & Whaley, Robert E., 1990. "The Dynamics of Stock Index and Stock Index Futures Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(04), pages 441-468, December.
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