The price leadership share: a new measure of price discovery in financial markets (Q2022925)
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scientific article; zbMATH DE number 7341680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price leadership share: a new measure of price discovery in financial markets |
scientific article; zbMATH DE number 7341680 |
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The price leadership share: a new measure of price discovery in financial markets (English)
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3 May 2021
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price leadership
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price discovery
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market fragmentation
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multivariate Markov chain
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mixture transition distribution
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