Interdealer inference and price discovery
Year of publication: |
2008
|
---|---|
Authors: | Huang, Tzu-man ; Locke, Peter R. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 2, p. 131-154
|
Subject: | Börsenmakler | Stockbrokers | Futures | Börsenkurs | Share price | Preisführer | Price leadership | Kointegration | Cointegration | USA | United States | 1996-2001 |
-
Three essays in market microstructure
Zabotina, Tatyana V., (2002)
-
Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex, (2004)
-
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik, (2011)
- More ...
-
Trading behavior and price discovery during the S&P 500 rollover
Huang, Tzu-man, (2009)
-
Locke, Peter R., (2019)
-
Are smart beta funds really smart? Evidence from rational and quasi-rational investor sentiment data
Verma, Rahul, (2019)
- More ...