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Market microstructure in emerging and developed markets
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SYSNO ASEP 0396075 Document Type M - Monograph Chapter R&D Document Type Monograph Chapter Title Intraday price behavior during information arrival in emerging markets Author(s) Hanousek, Jan (NHU-C) RID
Kočenda, Evžen (NHU-C) RID
Novotný, Jan (NHU-C) RIDSource Title Market microstructure in emerging and developed markets. - Hoboken, N.J : John Wiley & Sons, Inc., 2013 / Baker H. K. ; Kiymaz H. - ISBN 978-1-118-27844-4 Pages s. 445-462 Number of pages 18 s. Number of pages 534 Publication form Print - P Language eng - English Country US - United States Keywords emerging markets ; European Union ; price behavior Subject RIV AH - Economics R&D Projects GAP403/11/0020 GA ČR - Czech Science Foundation (CSF) GBP402/12/G097 GA ČR - Czech Science Foundation (CSF) Institutional support NHU-C - PRVOUK-P23 Annotation 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. Workplace Economics Institute - CERGE Contact Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Year of Publishing 2014
Number of the records: 1