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~isPartOf:"Journal of economic dynamics & control"
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Domowitz, Ian
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Wang, Jian-xin
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Journal of economic dynamics & control
Pacific-Basin finance journal
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How well does the weighted price contribution measure price discovery?
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Saved in:
2
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
3
Auctions as algorithms : computerized trade execution and price discovery
Domowitz, Ian
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001148515
Saved in:
4
Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Bollerslev, Tim
;
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
21
(
1997
)
8-9
,
pp. 1471-1492
Persistent link: https://www.econbiz.de/10006792299
Saved in:
5
Auctions as algorithms: Computerized trade execution and price discovery
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10006804593
Saved in:
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