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1
Price linkage between the US and Japanese futures across different time zones : an analysis of the minute-by-minute data
Kao, Erin H.
;
Ho, Tsung-wu
;
Fung, Hung-gay
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 321-336
Persistent link: https://www.econbiz.de/10011474595
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2
Foreign exchange market intervention and price discovery
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 214-227
Persistent link: https://www.econbiz.de/10011481138
Saved in:
3
Global information distribution in the gold OTC markets
Chai, Edwina F. L.
;
Lee, Adrian D.
;
Wang, Jian-xin
- In:
International review of financial analysis
41
(
2015
),
pp. 206-217
Persistent link: https://www.econbiz.de/10011508644
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4
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
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5
Price discovery on Bitcoin exchanges
Brandvold, Morten
;
Molnár, Peter
;
Vagstad, Kristian
; …
- In:
Journal of international financial markets, …
36
(
2015
),
pp. 18-35
Persistent link: https://www.econbiz.de/10011474894
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6
A new unique information share measure with applications on cross-listed Chinese banks
Li, Hong
;
Shi, Yanlin
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821622
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7
Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
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8
Price discovery in stock and options markets
Patel, Vinay
;
Putniņš, Tālis J.
;
Michayluk, David
; …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012631761
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9
Nothing but noise? : price discovery across cryptocurrency exchanges
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Journal of financial markets
54
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013273162
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10
The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay
;
Yaganti, Hussain C.
;
Basu, Sankarshan
- In:
Journal of Indian business research
14
(
2022
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
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