Pages that link to "Item:Q1657391"
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The following pages link to Time-varying arbitrage and dynamic price discovery (Q1657391):
Displaying 8 items.
- Price discovery in the U.S. stock and stock options markets: a portfolio approach (Q375529) (← links)
- The grounds for time dependent market potentials from dealers' dynamics (Q978623) (← links)
- How well does the weighted price contribution measure price discovery? (Q1657556) (← links)
- A modification to the WPC model (Q1787991) (← links)
- The price leadership share: a new measure of price discovery in financial markets (Q2022925) (← links)
- Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (Q2148671) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Amortized Analysis of Asynchronous Price Dynamics (Q5009575) (← links)