Implications of Market Frictions : Serial Correlations in Indexes on the Emerging Stock Markets in Central and Eastern Europe
Implications of market frictions in the context of serial correlations in indexes on the Central and Eastern European (CEE) stock markets have been analysed. Market frictions, such as non-trading effects, bid/ask spreads, other transaction costs, etc., may be detected by direct measurement, or by in...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wrocław University of Science and Technology
2014-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1075 |