Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers
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More about this item
KeywordsTests for jumps; International financial markets; Market structure; Integration; Common trading platform; Mergers; Acquisitions;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-04 (All new papers)
- NEP-CFN-2016-04-04 (Corporate Finance)
- NEP-COM-2016-04-04 (Industrial Competition)
- NEP-FMK-2016-04-04 (Financial Markets)
- NEP-MST-2016-04-04 (Market Microstructure)
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