Real-time price discovery in stock, bond and foreign exchange markets
By: Torben G. Andersen ... [et al.].
Contributors: Andersen, Torben G.; National Bureau of Economic Research.
Series: NBER working paper paper series -- no. 11312.; Working paper series (National Bureau of Economic Research) -- working paper no. 11312.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 32
Subjects: Stocks -- United States -- Econometric models; Bonds -- United States -- Econometric models; Foreign exchange rates -- United States -- Econometric models; Rate of return -- United States -- Econometric models; Rate of return -- Germany -- Econometric models; Rate of return -- Great Britain -- Econometric models
Notes: "May 2005."

Includes bibliographical references (p. 27-32).

Also available in PDF from the NBER world wide web site (www.nber.org).