Number of the records: 1
Market microstructure in emerging and developed markets
- 1.0396075 - NHU-C 2014 RIV US eng M - Monography Chapter
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Intraday price behavior during information arrival in emerging markets.
Market microstructure in emerging and developed markets. Hoboken, N.J: John Wiley & Sons, Inc., 2013 - (Baker, H.; Kiymaz, H.), s. 445-462. ISBN 978-1-118-27844-4
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Grant - others:UK(CZ) UNCE 204005/2012
Institutional support: PRVOUK-P23
Keywords : emerging markets * European Union * price behavior
Subject RIV: AH - Economics
This chapter provides an analysis of the effects of news and market shocks on price formation on emerging European Union (EU) stock markets. These markets are small relative to the mature markets in the EU and are under the substantial influence of both EU and U.S. markets. The findings show that foreign news originating in developed markets dominates any effect of local news or external shocks.
Permanent Link: http://hdl.handle.net/11104/0223988
Number of the records: 1