Bayesian learning in financial markets: testing for the relevance of information precision in price discovery

Publikation: Working paperForskning

Standard

Bayesian learning in financial markets : testing for the relevance of information precision in price discovery. / Hautsch, Nikolaus; Hess, Dieter.

Cph. : Department of Economics, University of Copenhagen, 2004.

Publikation: Working paperForskning

Harvard

Hautsch, N & Hess, D 2004 'Bayesian learning in financial markets: testing for the relevance of information precision in price discovery' Department of Economics, University of Copenhagen, Cph.

APA

Hautsch, N., & Hess, D. (2004). Bayesian learning in financial markets: testing for the relevance of information precision in price discovery. Department of Economics, University of Copenhagen.

Vancouver

Hautsch N, Hess D. Bayesian learning in financial markets: testing for the relevance of information precision in price discovery. Cph.: Department of Economics, University of Copenhagen. 2004.

Author

Hautsch, Nikolaus ; Hess, Dieter. / Bayesian learning in financial markets : testing for the relevance of information precision in price discovery. Cph. : Department of Economics, University of Copenhagen, 2004.

Bibtex

@techreport{d962e530a88711dbbee902004c4f4f50,
title = "Bayesian learning in financial markets: testing for the relevance of information precision in price discovery",
abstract = " ",
author = "Nikolaus Hautsch and Dieter Hess",
note = "JEL Classification: E44, G14",
year = "2004",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - Bayesian learning in financial markets

T2 - testing for the relevance of information precision in price discovery

AU - Hautsch, Nikolaus

AU - Hess, Dieter

N1 - JEL Classification: E44, G14

PY - 2004

Y1 - 2004

N2 -  

AB -  

M3 - Working paper

BT - Bayesian learning in financial markets

PB - Department of Economics, University of Copenhagen

CY - Cph.

ER -

ID: 159649