An Analysis of the Impacts of Non-Synchronous Trading On
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
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More about this item
KeywordsNon-Synchronous Trading; Stock Markets; National Stock Exchange of India; High-Frequency Data.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2005-04-30 (Risk Management)
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