Results 301 to 310 of about 774,570 (356)

Topographic Organization of Saccade-Related Response Field Properties in the Marmoset Posterior Parietal Cortex. [PDF]

eNeuro
D'Souza JF, Rich JM, Cloherty SL, Price NSC, Hagan MA.   +4 more
europepmc   +1 more source

Pharmacogenomics of steroid-induced ocular hypertension: relationship to high-tension glaucomas and new pathophysiologic insight

Song Z, Pany S, Guo S, Mazumder AG, Itakura T, Huang J, Magarychoff E, Gurinovich A, Benchek PH, Stamer WD, Price FW, Willoughby CE, Senthilkumari S, George RJ, Chitipothu S, Lass JH, Iyengar SK, Schwartz SG, Griswold AJ, Sebastiani P, Price MO, Fini ME.   +21 more
europepmc   +1 more source

Market microstructure studies: liquidity, price discovery and manipulation

, 2013
Ching Chau
openalex   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Rediscovering Price Discovery

SSRN Electronic Journal, 2023
17th FINANCIAL RISKS INTERNATIONAL FORUM "Big Data & Algorithmic Finance"The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier "Finance and Sustainable Growth" Laboratory, is pleased to invite you to the 17th Financial Risks International Forum.This year’s forum will ...
Lautier, Delphine, Ling, Julien, Villeneuve, Bertrand   +2 more
openaire   +3 more sources

Price Discovery across the Rhine

Review of Finance, 2004
Abstract We study opening prices set simultaneously for German and French stocks in Frankfurt and Paris. In our model investors and traders based in the same country as the firm have better information on its value than foreign traders.
Biais, Bruno, Martinez, Isabelle
openaire   +3 more sources

Price discovery and asset pricing

Pacific-Basin Finance Journal, 2016
This paper tests the hypothesis that price discovery influences asset pricing. Our innovations are twofold. First, we estimate time-varying price discovery for a large number (21) of Islamic stock portfolios. Second, we test using a predictive regression model whether or not price discovery predicts stock excess returns. We find from both in-sample and
Paresh Kumar Narayan, Dinh Hoang Bach Phan, Kannan Thuraisamy, Joakim Westerlund   +3 more
openaire   +1 more source

Price discovery in the aluminum market [PDF]

Journal of Futures Markets, 2005
An extended version of the S. Beveridge and C. R. Nelson (1981) decomposition and a latent variable approach are used to examine how the noise content, and therefore the informativeness, of four aluminum prices that have been quoted at various times since 1970 the (now defunct) U.S.
Figuerola Ferretti Garrigues, Isabel Catalina, Gilbert, Christopher L.   +1 more
openaire   +3 more sources

Dynamic price discovery

Review of Quantitative Finance and Accounting, 1996
This article analyzes the dynamic process of price discovery in a competitive securities market where investors are equally informed about the fundamental determinants of an asset's end-of-period value but, because they do not know each other's wealth positions, do not know the equilibrium price of shares at the start of a current trading session ...
Puneet Handa, RobertA. Schwartz
openaire   +1 more source

Relative Spread and Price Discovery

SSRN Electronic Journal, 2016
We establish the importance of relative minimum price increments for price discovery in the context of a single asset trading at diverse venues. Our model relates relative spreads to directed information flows and begets a set of testable implications.
Eric M. Aldrich, Seung Lee
openaire   +1 more source