Non-synchronous trading and testing for market integration in Central European emerging markets

Journal of Empirical Finance

Volumn 13, Issue 4-5, 2006, Pages 462-494

  Schotman, Peter C ^a,b   Zalewska, Anna ^c,d  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b CEPR   (United Kingdom)

^c UNIVERSITY OF BATH   (United Kingdom)

^d UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Emerging markets; Kalman filter; Market efficiency; Market integration; Non synchronous trading

Indexed keywords

EID: 33747367762     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2006.04.002     Document Type: Article

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