𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Changes in the Information Efficiency of Stock Prices: Additional Evidence

✍ Scribed by Richard A. DeFusco; Suchi Mishra; K. Raghunandan

Book ID
109178308
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
322 KB
Volume
45
Category
Article
ISSN
0732-8516

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The daily distribution of changes in the
The daily distribution of changes in the price of stock index futures
✍ Edward A. Dyl; Edwin D. Maberly πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 592 KB

any empirical studies of daily returns on common stocks and other financial M assets in United States markets have reported daily. patterns that are seemingly inexplicable (Cross, 1973, French, 1980, Gibbons and Hess, 1981 and Keim and Stambaugh, 1984). Recently, Jaffe and Westerfield (1985) report

Tick sizes and relative rates of price d
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange
✍ Yu-Lun Chen; Yin-Feng Gau πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 163 KB πŸ‘ 2 views

## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum