Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets-Reference-Cited by-同舟云学术

Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets

Published:2014-12-31 Issue:1 Volume:10 Page:5-30
ISSN:1863-2505
Container-title:Cliometrica
language:en
Short-container-title:Cliometrica

Author:

Bell Adrian R.,Brooks Chris,Taylor Nick

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,History

Link

http://link.springer.com/content/pdf/10.1007/s11698-014-0120-z.pdf

Reference36 articles.

1. Aitken M, Di Marco E, Harris F (2012) Price discovery efficiency and information impounding on NYSE Euronext Paris. SSRN working paper http://ssrn.com/abstract=2029338

2. Beach B, Norman S, Wills D (2013) Time or spot? A revaluation of Amsterdam market data prior to 1747. Cliometrica 7:61–85

3. Bowen H (1989) Investment and empire in the later eighteenth century: east India stockholding, 1756–1791. Econ Hist Rev 42:186–206

4. Booth G, So R, Tse Y (1999) Price discovery in the German equity index derivatives market. J Futures Mark 19:619–643

5. Campbell B, Hendry S (2007) Price discovery in Canadian and U.S. 10-Year government bond markets. Bank of Canada working paper 2007–43

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