haku: @indexterm Government bonds / yhteensä: 72
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| Tekijä: | Lauterbach, B. Wohl, A. |
| Otsikko: | A note on price noises and their correction process: evidence from two equal-payoff government bonds |
| Lehti: | Journal of Banking and Finance
2001 : MAR, VOL. 25:3, p. 597-612 |
| Asiasana: | AUCTIONS GOVERNMENT BONDS MARKET EFFICIENCY PRICES |
| Kieli: | eng |
| Tiivistelmä: | The study offers the most direct evidence to date on price noises in call auctions and their correction. The authors examine a unique sample of two identical securities (two equal-payoff Israeli government bonds) that were traded on separate yet almost simultaneous auctions on the Tel-Aviv Stock Exchange (TASE). |
SCIMA