scholarly journals Time Varying Price Discovery

2013 ◽  
Author(s):  
Davide Avino ◽  
Emese Lazar ◽  
Simone Varotto
Keyword(s):  
Price Discovery ◽  
Time Varying

Time varying price discovery of the New Third Board market in China: does the market-making system help?

2019 ◽  
Vol 51 (45) ◽  
pp. 4902-4919
Author(s):  
Gaoxiu Qiao ◽  
Pengfei Zhao ◽  
Weiping Li
Keyword(s):  
Price Discovery ◽  
Time Varying ◽  
Market Making

An analysis of time-varying commodity market price discovery

2018 ◽  
Vol 57 ◽  
pp. 122-133 ◽  
Author(s):  
Paresh Kumar Narayan ◽  
Susan Sunila Sharma
Keyword(s):  
Price Discovery ◽  
Market Price ◽  
Commodity Market ◽  
Time Varying

Time‐Varying Price Discovery in Sovereign Credit Markets

2019 ◽  
Author(s):  
Massimo Guidolin ◽  
Manuela Pedio ◽  
Alessandra Tosi
Keyword(s):  
Price Discovery ◽  
Credit Markets ◽  
Time Varying ◽  
Sovereign Credit

scholarly journals Time varying price discovery

2015 ◽  
Vol 126 ◽  
pp. 18-21 ◽  
Author(s):  
Davide Avino ◽  
Emese Lazar ◽  
Simone Varotto
Keyword(s):  
Price Discovery ◽  
Time Varying
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