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Information flow and price discovery dynamics |
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| Authors: | Wu Lei Xu Kuan Meng Qingbin |
| Affiliation: | 1.School of Economics and Management, Beihang University, No. 37 Xueyuan Road, Beijing, 100191, China ;2.Department of Economics, Dalhousie University, PO Box 15000, Halifax, NS, B3H 4R2, Canada ;3.Department of Economics, Sobey School of Business, Saint Mary’s University, 923 Robie Street, Halifax, NS, B3H 3C3, Canada ;4.School of Business, Renmin University of China, No. 59 Haidian Road, Beijing, 100872, China ; |
| Abstract: | Review of Quantitative Finance and Accounting - Non-homogeneous and time-varying information flow that affects the price discovery processes within and across markets is a common occurrence in... |
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