Price discovery in the Hong Kong security markets: evidence from cointegration tests

Authors: Fujibayashi Y.; Tajima N.; Wada K.; Waki A.; Sakahara H.; Konishi J.; Yokoyama A.; Pastorino U.; He L.T.

Source: Journal of International Financial Markets, Institutions & Money, Volume 7, Number 2, July 1997 , pp. 157-169(13)

Publisher: Elsevier

Keywords: Radicals; Superoxide; IPBN; Phenyl-N-tert-butylnitrones; Radioiodine; [JEL classification codes] G15; Cointegration; Error correction; Price discovery

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S1042-4431(97)00017-6

Affiliations: 1: Department of Economics and Finance, Christopher Newport University, Newport News, VA 23606, USA

Publication date: 1997-07-01

• In this: publication
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• In this Subject: Finance
• By this author: Fujibayashi Y. ;  Tajima N. ;  Wada K. ;  Waki A. ;  Sakahara H. ;  Konishi J. ;  Yokoyama A. ;  Pastorino U. ;  He L.T.

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