Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wölfle, Marco, 2007. "Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries," ZEW Discussion Papers 07-067, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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More about this item
Keywordsemerging markets; Kalman filter; market efficiency; market integration; non-synchronous trading;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-09 (All new papers)
- NEP-EEC-2005-12-09 (European Economics)
- NEP-FIN-2005-12-09 (Finance)
- NEP-FMK-2005-12-09 (Financial Markets)
- NEP-TRA-2005-12-09 (Transition Economics)
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