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pro vyhledávání: '"Xiao Lin (錢曉林) Qian"'
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3611f8c64f7b1dbd45a29b429babdab
https://doi.org/10.2139/ssrn.1253271
https://doi.org/10.2139/ssrn.1253271
