Multivariate cointegration analysis of the Finnish-Japanese stock markets
Article Abstract:
Evidence on the multivariate cointegration between Finnish and Japanese stock markets is provided, indicating the impact that changes in the Nikkei financial market may have on error correction mechanisms of the Finnish stock market.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Operations Research, Management science, Models, Usage, Stock-exchange, Stock exchanges, Multivariate analysis
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
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Tick size and spreads: the case of Nasdaq's decimalization
Article Abstract:
A study conducted by the Securities and Exchange Commission (SEC) and by academics has provided empirical evidence that Nasdaq trade execution costs are still high. The impact of a variation in Nasdaq's minimum price increment on quoted spreads is examined.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
United States, Science & research, Evaluation, United States. Securities and Exchange Commission, NASDAQ Market System
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
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Subjects list: Research
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