Search results
- 1.0310516 - NHÚ 2009 RIV CZ eng J - Journal Article
Černý, Alexandr - Koblas, M.
Stock market integration and the speed of information transmission.
[Integrace burz a rychlost přenosu informací.]
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 58, 1-2 (2008), s. 2-20. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA MŠMT LC542
Institutional research plan: CEZ:AV0Z70850503
Keywords : stock market integration * market comovement * intra-day data
Subject RIV: AH - Economics
Impact factor: 0.275, year: 2008
http://journal.fsv.cuni.cz/storage/1098_str_2_20_-_cerny-koblas.pdf
Permanent Link: http://hdl.handle.net/11104/0162355 - 2.0108587 - NHU-N 20043156 RIV CZ eng J - Journal Article
Černý, Alexandr
Stock market integration and the speed of information transmission.
[Integrace akciového trhu a rychlost přenosu informací.]
CERGE-EI Working Paper Series. -, č. 242 (2004), s. 1-25. ISSN 1211-3298
R&D Projects: GA AV ČR KSK8002119; GA ČR GA402/04/0270
Institutional research plan: CEZ:AV0Z7085904
Keywords : stock market integration * market comovement * high-frequency data
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0015710File Download Size Commentary Version Access Wp242.pdf 0 936.3 KB Publisher’s postprint open-access - 3.0104313 - 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