Journal of Financial Markets Vol. 13 No. 1 2010

A structural analysis of price discovery measures

Bingcheng Yan¹; Eric Zivot²

¹ Numeric Investors LLC, 470 Atlantic Avenue, 6th Floor, Boston, MA 02210, USA · ² University of Washington

DOI

10.1016/j.finmar.2009.09.003

Volume

13

Issue

1

Pages

1-19

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓