An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency

Anastasatos, Tassos G and Davidson, Ian R (2006) An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency. Journal of Economic Integration, 21 (3). pp. 619-656. ISSN 1225-651X

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Item Type: Article
Schools and Departments: School of Business, Management and Economics > Business and Management
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Depositing User: Ian Davidson
Date Deposited: 06 Feb 2012 20:42
Last Modified: 23 Mar 2012 15:09
URI: http://sro.sussex.ac.uk/id/eprint/27604
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