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Faculty Selected Works of Yiuman Tse
Article
Intraday Price Discovery in the DJIA Index Markets
Journal of Business Finance & Accounting (2006)
  • Yiuman Tse, University of Texas at San Antonio
  • Paramita Bandyopadhyay, California State University
  • Yang-Pin Shen, National Chung Cheng University
Link
Disciplines
Publication Date
December 7, 2006
DOI
10.1111/J.1468-5957.2006.00639.X
Citation Information
Yiuman Tse, Paramita Bandyopadhyay and Yang-Pin Shen. "Intraday Price Discovery in the DJIA Index Markets" Journal of Business Finance & Accounting Vol. 33 (2006) p. 1572 - 1585
Available at: http://works.bepress.com/yiuman-tse/124/