Relative Spread and Price Discovery

SSRN Electronic Journal ◽

10.2139/ssrn.2772142 ◽

2016 ◽

Cited By ~ 2

Author(s):

Eric M. Aldrich ◽

Seung Lee

Keyword(s):

Price Discovery ◽

Relative Spread

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Relative spread and price discovery

Journal of Empirical Finance ◽

10.1016/j.jempfin.2018.06.007 ◽

2018 ◽

Vol 48 ◽

pp. 81-98

Author(s):

Eric M. Aldrich ◽

Seung Lee

Keyword(s):

Price Discovery ◽

Relative Spread

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International Real Estate Market Integration and Price Discovery: Evidence from Nonlinear Cointegration Analysis

10.15396/eres2005_232 ◽

2005 ◽

Keyword(s):

Real Estate ◽

Market Integration ◽

Price Discovery ◽

Real Estate Market ◽

Cointegration Analysis

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Price Discovery and Success Factors for Individual Stock Futures

CFA Digest ◽

10.2469/dig.v44.n1.21 ◽

2014 ◽

Vol 44 (1) ◽

Author(s):

Mathias Moersch

Keyword(s):

Success Factors ◽

Price Discovery

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Static-Price-Range Volatility Interruptions on the KRX : Characteristics, Price Stabilization, and Price Discovery

Asian Review of Financial Research ◽

10.37197/arfr.2017.30.2.1 ◽

2017 ◽

Vol 30 (2) ◽

pp. 103-142

Author(s):

Ilchan Ahn ◽

◽

Sung Chae La ◽

Jong-Ho Park ◽

Kyong Shik Eom

Keyword(s):

Price Discovery ◽

Price Stabilization ◽

Price Range

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Fundamental News and the Behavior of Commodity Prices: Price Discovery and Jumps in U.S. Natural Gas Futures and Spot Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1108702 ◽

2008 ◽

Cited By ~ 1

Author(s):

Song Zan Chiou-Wei ◽

Scott C. Linn ◽

Zhen Zhu

Keyword(s):

Natural Gas ◽

Price Discovery ◽

Commodity Prices ◽

Spot Prices

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Price Discovery on Traded Long-Term Inflation Expectations in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1343522 ◽

2009 ◽

Author(s):

Alexander Schulz ◽

Jelena Stapf

Keyword(s):

Euro Area ◽

Price Discovery ◽

Inflation Expectations

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Cross-Border Listing and Price Discovery: Canadian Blue Chips Traded in TSX and NYSE

SSRN Electronic Journal ◽

10.2139/ssrn.1550230 ◽

2010 ◽

Cited By ~ 1

Author(s):

Cherl-Hyun Kim

Keyword(s):

Price Discovery ◽

Cross Border

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Modeling and Measuring Price Discovery in Commodity Market

SSRN Electronic Journal ◽

10.2139/ssrn.1709234 ◽

2010 ◽

Author(s):

Prof Dr. Suyash N. Bhatt

Keyword(s):

Price Discovery ◽

Commodity Market

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How Smooth Is Price Discovery? Evidence from Cross-listed Stock Trading

SSRN Electronic Journal ◽

10.2139/ssrn.1912954 ◽

2012 ◽

Author(s):

Haiqiang Chen ◽

Paul Moon Sub Choi ◽

Yongmiao Hong

Keyword(s):

Price Discovery ◽

Stock Trading

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30-Day Interbank Futures: Investigating the Process of Price Discovery Following RBA Cash Target Rate Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.1888776 ◽

2011 ◽

Author(s):

Lee A. Smales

Keyword(s):

Price Discovery

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