Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/70010
Title: Potential gains from global market timing involving three or more markets
Authors: Li, W
Lam, K
Issue Date: 2003
Publisher: Springer
Source: Lecture notes in computer science (including subseries Lecture notes in artificial intelligence and lecture notes in bioinformatics), 2003, v. 2690, p. 811-815 How to cite?
Journal: Lecture notes in computer science (including subseries Lecture notes in artificial intelligence and lecture notes in bioinformatics) 
Abstract: In this paper we evaluate the potential gains from international market timing. Empirical results show that the potential gain decreases as transaction cost increases and increases as the frequency of review schedule increases. However, the potential gain increases in a decreasing rate as the number of countries increases.
Description: Fourth International Conference on Intelligent Data Engineering and Automated Learning IDEAL 2003, Hong Kong, 21-23 March 2003
URI: http://hdl.handle.net/10397/70010
ISBN: 978-3-540-40550-4
978-3-540-45080-1
ISSN: 0302-9743
EISSN: 1611-3349
DOI: 10.1007/978-3-540-45080-1_111
Appears in Collections:Conference Paper

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