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Search: subject:"Weighted price contribution"
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Weighted price contribution
6
Börsenkurs
5
Share price
5
Price discovery
4
Market microstructure
3
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3
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2
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2
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ETFs
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Chen, Jing
2
Guo, Qian
2
Abad Díaz, David
1
Adams, Michael B.
1
Buckle, Michael J.
1
Cai, Jun
1
Ho, Richard Yan-ki
1
Jahanshahloo, Hossein
1
Li, Xiaoxi
1
Pascual, Roberto
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Spokeviciute, Laima
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International review of economics & finance : IREF
3
Economics letters
1
International review of financial analysis
1
Journal of economic dynamics & control
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ECONIS (ZBW)
6
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1
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
2
Foreign investors, private information, and price discovery
Cai, Jun
;
Ho, Richard Yan-ki
;
Zhang, Zheng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 506-525
Persistent link: https://www.econbiz.de/10013342080
Saved in:
3
Do ETFs lead the price moves? : evidence from the major US markets
Buckle, Michael J.
;
Chen, Jing
;
Guo, Qian
;
Tong, Chen
- In:
International review of financial analysis
58
(
2018
),
pp. 91-103
Persistent link: https://www.econbiz.de/10012006416
Saved in:
4
A modification to the WPC model
Jahanshahloo, Hossein
;
Spokeviciute, Laima
- In:
Economics letters
171
(
2018
),
pp. 76-78
Persistent link: https://www.econbiz.de/10012021787
Saved in:
5
The friction-free
weighted
price
contribution
Abad Díaz, David
;
Pascual, Roberto
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 226-239
Persistent link: https://www.econbiz.de/10011542087
Saved in:
6
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:
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