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~person:"Bellia, Mario"
~person:"Cespa, Giovanni"
~person:"Xu, Ke"
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Search: subject:"price discovery"
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Börsenkurs
12
Share price
12
price discovery
12
fractional cointegration
8
futures markets
7
vector error correction model
7
Cointegration
6
Kointegration
6
Price Discovery
6
Price discovery
6
High-Frequency Traders (HFTs)
5
Theorie
5
Auction
4
Auktion
4
Electronic trading
4
Elektronisches Handelssystem
4
Estimation
4
Preis
4
Price
4
Schätzung
4
Securities trading
4
Transparency
4
Wertpapierhandel
4
Commodity derivative
3
Fractional cointegration
3
Hirshleifer effect
3
Latency
3
Liquidity Provision
3
Opening Auction
3
Proprietary Trading
3
Rohstoffderivat
3
Theory
3
VAR model
3
VAR-Modell
3
commodity markets
3
economic significance
3
forecasting
3
transparency
3
Aktienmarkt
2
Auction theory
2
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15
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English
19
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5
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Bellia, Mario
Cespa, Giovanni
Xu, Ke
Girardi, Alessandro
17
Pagano, Marco
16
Avino, Davide
14
Caporale, Guglielmo Maria
14
Chen, Yu-Lun
13
Narayan, Paresh Kumar
12
Sehgal, Sanjay
11
Hou, Yang
10
Dimpfl, Thomas
9
Peter, Franziska J.
9
Foucault, Thierry
8
Frijns, Bart
8
Gau, Yin-feng
8
Lazar, Emese
8
Corbet, Shaen
7
Dolatabadi, Sepideh
7
Ibikunle, Gbenga
7
Inani, Sarveshwar Kumar
7
Nielsen, Morten Ørregaard
7
Varotto, Simone
7
Beber, Alessandro
6
Cotter, John
6
Fausti, Scott W.
6
Glauben, Thomas
6
Grammig, Joachim G.
6
Kovbasyuk, Sergei
6
Loy, Jens-Peter
6
Peter, Franziska Julia
6
Qasmi, Bashir A.
6
Riordan, Ryan
6
Sagade, Satchit
6
Scotti, Chiara
6
Vega, Clara
6
Ante, Lennart
5
Baba, Naohiko
5
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5
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5
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Economics Department, Queen's University
2
C.E.P.R. Discussion Papers
1
Center for Financial Studies
1
HEC Paris (École des Hautes Études Commerciales)
1
School of Economics and Finance, Queen Mary
1
School of Economics and Management, University of Aarhus
1
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Queen's Economics Department Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
RePEc
7
EconStor
5
Showing
1
-
10
of
24
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price
discovery
and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
2
Market uncertainty, persistent arbitrage-free violation, and
price
discovery
in RMB market
Xu, Ke
;
Chen, Yu-Lun
;
Yang, J. Jimmy
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
Saved in:
3
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
4
Low-latency trading and
price
discovery
: evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
5
Fractional cointegration and
price
discovery
in Canadian commodities
Xu, Ke
;
Stewart, Kenneth G.
;
Cao, Zeyang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
Saved in:
6
Trade friction and
price
discovery
in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
7
The impact of RMB's SDR inclusion on
price
discovery
in onshore-offshore markets
Chen, Yu-Lun
;
Xu, Ke
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820935
Saved in:
8
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti
; …
-
2017
others, suggesting that there is no speed advantage. HFTs lead
price
discovery
, and neither harm nor improve liquidity. They …
Persistent link: https://www.econbiz.de/10011723732
Saved in:
9
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2017
-
This Version: September 15, 2017
others, suggesting that there is no speed advantage. HFTs lead
price
discovery
, and neither harm nor improve liquidity. They …
Persistent link: https://www.econbiz.de/10011723400
Saved in:
10
Low-latency trading and
price
discovery
: evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2016
-opening period contributes to market quality, defined by
price
discovery
and liquidity provision, in the opening auction. We use a …
Persistent link: https://www.econbiz.de/10011535566
Saved in:
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