Zobrazeno 1 - 5
of 5
pro vyhledávání: '"钱晓林"'
Publikováno v:
Progress in Modern Biomedicine. 2024, Vol. 24 Issue 17, p3376-3385. 6p.
Publikováno v:
Progress in Modern Biomedicine. 2024, Vol. 24 Issue 16, p3075-3078. 4p.
Publikováno v:
Journal of Northeastern University (Natural Science). Dec2016, Vol. 37 Issue 12, p1744-1749. 6p.
Autor:
Chuan-Yang Hwang, Xiao Lin (錢曉林) Qian
Publikováno v:
SSRN Electronic Journal.
We develop an information risk measure (ECIN) based on the price discovery of large trades. As the price series of large trades and small trades are cointegrated, the price discovery of trades can be easily estimated via the vector error-correction m
Publikováno v:
Journal of Northeastern University (Social Science) / Dongbei Daxue Xuebao (Shehui Kexue Ban); Dec2016, Vol. 27 Issue 12, p1744-1749, 6p