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Cointegration, market integration, and market efficiency

✍ Scribed by Sergio Lence; Barry Falk

Book ID: 116658687
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 220 KB
Volume: 24
Category: Article
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2005.05.002

No coin nor oath required. For personal study only.

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The authors would like to thank Hank Bessembinder, Dan Himarios, Dennis Hoffman, Mike Melvin, and two anonymous referees for the helpful comments. Any remaining errors must be attributed, solely, to the authors.