search query: @author Kryzanowski, L. / total: 13
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| Author: | Al-Suhaibani, M. Kryzanowski, L. |
| Title: | The information content of orders on the Saudi stock market |
| Journal: | Journal of Financial Research
2000 : SUMMER, VOL. 23:2, p. 145-156 |
| Index terms: | Stock markets Information Saudi Arabia Middle East |
| Language: | eng |
| Abstract: | Using order data for the Saudi Stock market (SSM), a new specification of an existing vector autoregressive (VAR) model is used to assess the information content of a newly submitted order. |
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