Who moves first? An intensity-based measure for information flows across stock exchanges

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Who moves first? An intensity-based measure for information flows across stock exchanges

Author: Kehrle, Kerstin; Peter, Franziska J.
Tübinger Autor(en):
Peter, Franziska Julia
Published in: Journal of Banking & Finance (2013), Bd. 37, H. 5, S. 1629-1642
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.jbankfin.2012.12.011
ISSN: 0378-4266
DDC Classifikation: 330 - Economics
Dokumentart: Article
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