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. © Springer-Verlag 2003.
CITATION STYLE
Li, W., & Lam, K. (2004). Potential gains from global market timing involving three or more markets. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2690, 811–815. https://doi.org/10.1007/978-3-540-45080-1_111
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