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~institution:"DIW Berlin (Deutsches Institut für Wirtschaftsforschung)"
~subject:"MTS system"
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Price
Discovery
and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2011
This paper proposes new metrics for the process of
price
discovery
on the main electronic trading platform for euro … greater degree of price leadership of the dominant market when our measures (as opposed to the traditional
price
discovery
… metrics) are used. We also present unambiguous evidence that a market's contribution to
price
discovery
is crucially affected …
Persistent link: https://www.econbiz.de/10009228758
Saved in:
2
Price Formation on the EuroMTS Platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2010
This paper examines the process of
price
discovery
in the MTS system, which builds on the parallel quoting of euro …
Persistent link: https://www.econbiz.de/10008636401
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