What Do Price Discovery Metrics Really Measure

By Tālis J. Putniņš. 2013

176 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/79bc9db45374f1a196305d935185a68410081c68

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. Brian M. Lucey
2. Shaen Corbet
3. Carole Comerton-Forde
4. Dirk G. Baur
5. Samuel A. Vigne
6. Fergal O'Connor
7. Jonathan A. Batten
8. Maurice Peat

In Finance

1. Carole Comerton-Forde
2. Brian M. Lucey
3. Dirk G. Baur
4. Shaen Corbet
5. Samuel A. Vigne
6. Maurice Peat
7. Tālis J. Putniņš
8. Shawkat Hammoudeh

Citations in the corpus

• The Financial Economics of Gold – A Survey (2015, background): “Qi, M, and W Wang, 2013, The Monthly Effects in Chinese Gold Market, International Journal of Economics and Finance.”
• Bitcoin Futures—What use are they? (2018, background): “An appropriate combination of IS and CS cancels out dependence on noise (Yan and Zivot [2010] and Putnin, š [2013]).”
• Dark Trading and Price Discovery (2015, methodology): “Ready (2013) examines the determinants of volume in two block dark pools.”