Menkveld, Albert J. et al. <br/><br/>
Modeling around the clock price discovery for cross listed stocks using state space methods 
 2007 

 -  2007 
 - 213-225  V.  25  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Efficient price;Financial markets;High frequency data: kalman filter;Unobserved components time series models;