Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
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More about this item
Keywords
Cross-Listing; Cumulative Average Residuals; Eastern Europe; Information Discovery; Time Series;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2008-02-02 (Market Microstructure)
- NEP-TRA-2008-02-02 (Transition Economics)
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