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Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/350590
Description: We test for price bubbles in 14 national real estate investment trust (REIT) markets, and measure the degree of their convergence towards a common trend. Our methodology consists of the recently devel ... More
Reviewed: Reviewed
Date: 2010
Subject Keyword: 140200 Applied Economics | G14 | G15 | C52
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/114771
Description: We propose a method for estimating the earliest time during the trading day when overnight information is reflected in domestic share prices, and use it to measure the impact of international commodit ... More
Reviewed: Reviewed
Date: 1998
Subject Keyword: Automation | G00 | G15 | G20 | Microstructure | Spreads
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/219448
Description: Previous literature has suggested that automated exchanges such as the Deutsche Terminborse (DTB) may be less liquid than their open-outcry counterparts such as the London International Financial Futu ... More
Reviewed: Reviewed
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