A note on price noises and their correction process: Evidence from two equal-payoff government bonds

Journal of Banking and Finance

Volumn 25, Issue 3, 2001, Pages 597-612

  Lauterbach, B ^a   Wohl, A ^a  

^a BAR ILAN UNIVERSITY   (Israel)

Author keywords

G14; Market efficiency; Market microstructure; Price correction; Price noise

Indexed keywords

EID: 0042908984     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00088-1     Document Type: Article

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