Price Discovery in Floor and Screen Trading Systems

By Erik Theissen. 2002

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/78f63ae7de3a430cef522e0814cf991925b6141c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christian Schlag
2. Eric Zivot
3. Bingcheng Yan
4. Joachim Grammig
5. Michael Melvin
6. Tālis J. Putniņš
7. B. Hansen
8. Angelo Ranaldo

In Finance

1. Christian Schlag
2. Eric Zivot
3. Bingcheng Yan
4. Joachim Grammig
5. Michael Melvin
6. Tālis J. Putniņš
7. Maria Pacurar
8. Angelo Ranaldo

Citations in the corpus

• A Structural Analysis of Price Discovery Measures (2010, methodology): “IS2 = 1− IS1 (33) = 1− d0,1d T 0,2 ∆ = − d0,2d T 0,1 ∆”
• Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects (2005, methodology): “4 Theissen (2002) provides a discussion of the FSE and XETRA.”