مرکز منطقه ای اطلاع رساني علوم و فناوري - Non-synchronous trading and testing for market integration in Central European emerging markets

Title of article :

Non-synchronous trading and testing for market integration in Central European emerging markets

Author/Authors :

Peter C. Schotman، نويسنده , , Anna Zalewska، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2006

Pages :

From page :

462

To page :

494

Keywords :

Market integration , Market efficiency , Non-synchronous trading , Emerging markets , Kalman filter

Journal title :

Journal of Empirical Finance

Serial Year :

2006

Journal title :

Journal of Empirical Finance

Record number :

130838

Link To Document :