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Financial markets / Behavioral finance / Stock market / Futures contract / Foreign exchange market / Short / Bond market / Equity premium puzzle / Efficient-market hypothesis / Financial economics / Finance / Economics


Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
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Document Date: 2006-11-27 12:39:23


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Company

Fleming / BP / Tick Data Inc. / Russell / /

Country

Germany / United States / United Kingdom / /

Currency

pence / /

/

Facility

Duke University / University of Rochester / Northwestern University / University of Pennsylvania / /

IndustryTerm

real-time data / bank policy / finance / /

MarketIndex

FTSE 100 / DJE / DJ Euro Stoxx 50 / /

Organization

Duke University / Chicago Board / Graduate School / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / National Science Foundation / University of Pennsylvania / Guggenheim Foundation / US Federal Reserve / NBER / Northwestern University / Board of Governors / European Central Bank / BSI Gamma Foundation / Symposium / University of Rochester / U.S. Treasury / /

Person

Richard Lyons / Song / Paolo Pasquariello / Francis X. Diebold / Neng Wang / Jeffrey Frankel / Tim Bollerslev / Cai / Ben Bernanke / Clara Vega / Rui Albuquerque / Annika Alexius / Marco Pagano / Robert Connolly / Lingfeng Li / William E. Simon / /

Position

author / major U.S. macroeconomic news announcements / Editor / writer / major U.S. dollar exchange rates / /

PublishedMedium

the K news / /

RadioStation

Standard Time / 9 With / /

URL

www.federalreserve.gov/pubs/ifdp / /

SocialTag