مرکز منطقه ای اطلاع رساني علوم و فناوري - A new measure of the direction and timing of information flow between markets

Title of article :

A new measure of the direction and timing of information flow between markets

Author/Authors :

Thomas J. Finucane، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

135

To page :

151

Keywords :

Option and stock lead-lag measurement

Journal title :

Journal of Financial Markets

Serial Year :

1999

Journal title :

Journal of Financial Markets

Record number :

189367

Link To Document :