Price Discovery across the Rhine *
- 1 March 2004
- journal article
- Published by Oxford University Press (OUP) in European Finance Review
- Vol. 8 (1) , 49-74
- https://doi.org/10.1023/b:eufi.0000022157.66264.c1
Abstract
We study opening prices set simultaneously for German and French stocks in Frankfurt and Paris. In our model investors and traders based in the sameKeywords
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