Contribution to Price Discovery by Orders and Trades: Implications for Market Design

SSRN Electronic Journal ◽

10.2139/ssrn.302601 ◽

2002 ◽

Author(s):

Michael Chng

Keyword(s):

Price Discovery ◽

Market Design

Download Full-text

Market Design, Trading Behavior and Price Discovery — An Experimental Stock Market Model

Contributions to Management Science - Empirical Research on the German Capital Market ◽

10.1007/978-3-642-58664-4_1 ◽

1999 ◽

pp. 3-25 ◽

Cited By ~ 1

Author(s):

Wolfgang Gerke ◽

Horst Bienert

Keyword(s):

Stock Market ◽

Price Discovery ◽

Market Design ◽

Market Model ◽

Trading Behavior

Download Full-text

A model of price discovery and market design: Theory and empirical evidence

Journal of Futures Markets ◽

10.1002/fut.20132 ◽

2004 ◽

Vol 24 (12) ◽

pp. 1107-1146 ◽

Cited By ~ 8

Author(s):

Michael T. Chng

Keyword(s):

Empirical Evidence ◽

Design Theory ◽

Price Discovery ◽

Market Design

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Two-Sided Matching Agents for Electronic Employment Market Design: Social Welfare Implications

10.21236/ada410135 ◽

2002 ◽

Cited By ~ 1

Author(s):

William R. Gates ◽

Mark E. Nissen

Keyword(s):

Social Welfare ◽

Market Design ◽

Welfare Implications

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text