How well does the weighted price contribution measure price discovery? (Q1657556)
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scientific article; zbMATH DE number 6917159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How well does the weighted price contribution measure price discovery? |
scientific article; zbMATH DE number 6917159 |
Statements
How well does the weighted price contribution measure price discovery? (English)
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13 August 2018
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price discovery
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weighted price contribution
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information share
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information flow
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efficient price
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overnight return
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