Volume 5; Issue 3

Journal of Financial Markets

Volume 5; Issue 3
2

Incentives for voluntary disclosure

Joshua Ronen, Varda (Lewinstein) Yaari
Journal:
Journal of Financial Markets
Year:
2002
Language:
english
File:
PDF, 329 KB
english, 2002
3

Some desiderata for the measurement of price discovery across markets

Bruce N. Lehmann
Journal:
Journal of Financial Markets
Year:
2002
Language:
english
File:
PDF, 178 KB
english, 2002
4

Price discovery and common factor models

Richard T. Baillie, G. Geoffrey Booth, Yiuman Tse, Tatyana Zabotina
Journal:
Journal of Financial Markets
Year:
2002
Language:
english
File:
PDF, 125 KB
english, 2002
5

Measures of contributions to price discovery: a comparison

Frank de Jong
Journal:
Journal of Financial Markets
Year:
2002
Language:
english
File:
PDF, 87 KB
english, 2002
6

Stalking the “efficient price” in market microstructure specifications: an overview

Joel Hasbrouck
Journal:
Journal of Financial Markets
Year:
2002
Language:
english
File:
PDF, 124 KB
english, 2002