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0104313 - NHU-N 20043151 RIV US eng J - Journal Article
Černý, Alexandr - Koblas, M.
Stock market integration and the speed of information transmission: the role of data frequency in cointegration and Granger causality tests.
[Integrace akciového trhu a rychlost přenosu informací - úloha četnosti dat v kointegraci a Grangerových testech kauzality.]
Journal of International Business and Economics. Roč. 1, č. 1 (2004), s. 110-120. ISSN 1544-8037
Institutional research plan: CEZ:AV0Z7085904
Keywords : stock market integration * speed of information transmission * data frequency in cointegration and Granger causality tests
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0011587