Cointegration, market integration, and market efficiency

Journal of International Money and Finance

Volumn 24, Issue 6, 2005, Pages 873-890

  Lence, Sergio ^a   Falk, Barry ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Cointegration; Efficient markets; Market integration

Indexed keywords

EID: 24644483659     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.05.002     Document Type: Article

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