✦ LIBER ✦

The Transmission of Pricing Information of Dually-Listed Stocks

✍ Scribed by Kee-Hong Bae; Baekin Cha; Yan-Lueng Cheung

Book ID: 108567805
Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 102 KB
Volume: 26
Category: Article
ISSN: 0306-686X
DOI: 10.1111/1468-5957.00272

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A cointegration analysis of price transm

A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks

✍ Lee K. Lim 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 118 KB

Changes in the Information Efficiency of

Changes in the Information Efficiency of Stock Prices: Additional Evidence

✍ Richard A. DeFusco; Suchi Mishra; K. Raghunandan 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 322 KB

International Transmission of U.S. Monet

International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices

✍ JOHN AMMER; CLARA VEGA; JON WONGSWAN 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 167 KB

The transmission sense of information

✍ Carl T. Bergstrom; Martin Rosvall 📂 Article 📅 2009 🏛 Springer Netherlands 🌐 English ⚖ 353 KB

The pricing of stock index futures

✍ Bradford Cornell; Kenneth R. French 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 840 KB

he prices observed for stock index futures have surprised both academics and T practitioners. The price structure, which gives the relation between the futures and spot prices as a function of the time to maturity, is generally flatter than simple arbitrage models predict. In fact, the futures price

The informational content of the interda

The informational content of the interday price change with respect to stock index futures

✍ Edwin D. Maverly 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 622 KB