The Geographic Origin of Order Flow and Price Discovery

2012 ◽  
Author(s):  
Alex Frino ◽  
Robert I. Webb ◽  
Hui Zheng
Keyword(s):  
Price Discovery ◽  
Geographic Origin ◽  
Order Flow

The Geographic Origin of Order Flow and Price Discovery

2011 ◽  
Author(s):  
Alex Frino ◽  
Robert I. Webb ◽  
Hui Zheng
Keyword(s):  
Price Discovery ◽  
Geographic Origin ◽  
Order Flow

Quotes, Order Flow, and Price Discovery

1997 ◽  
Vol 52 (1) ◽  
pp. 221-244 ◽  
Author(s):  
MARSHALL E. BLUME ◽  
MICHAEL A. GOLDSTEIN
Keyword(s):  
Price Discovery ◽  
Order Flow

Does International Order Flow Contribute to Price Discovery in Futures Markets?

2012 ◽  
Vol 32 (12) ◽  
pp. 1124-1143 ◽  
Author(s):  
Alex Frino ◽  
Robert I. Webb ◽  
Hui Zheng
Keyword(s):  
Futures Markets ◽  
Price Discovery ◽  
International Order ◽  
Order Flow

Cross-Asset Market Order Flow, Liquidity, and Price Discovery

2019 ◽  
Author(s):  
Robert Garrison ◽  
Pankaj K. Jain ◽  
Mark Endel Paddrik
Keyword(s):  
Price Discovery ◽  
Asset Market ◽  
Order Flow ◽  
Market Order
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