The price leadership share: a new measure of price discovery in financial markets
type: Item
instance of: scholarly article
title: The price leadership share: a new measure of price discovery in financial markets
zbMATH Open document ID: 1461.91295
author: Riccardo De Blasis
published in: Annals of Finance
publication date: 2021-05-03T00:00:00Z
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 60J28
zbMATH DE Number: 7341680
zbMATH Keywords: price leadership
zbMATH Keywords: price discovery
zbMATH Keywords: market fragmentation
zbMATH Keywords: multivariate Markov chain
zbMATH Keywords: mixture transition distribution
describes a project that uses: DFVLR-SQP
MaRDI profile type: Publication
full work available at URL: s10436-020-00371-3
OpenAlex ID: W3036818430
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DOI: 10.1007/S10436-020-00371-3
description: scientific article; zbMATH DE number 7341680