What do price discovery metrics really measure?Tālis J. Putniņš2013-05-24articleJournal of Empirical Finance185 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 185 citations exist upstream.References2011Does Algorithmic Trading Improve Liquidity?1995One Security, Many Markets: Determining the Contributions to Price Discovery1995Estimation of Common Long-Memory Components in Cointegrated Systems2004Informed Trading in Stock and Option Markets2002Price discovery and common factor models1991The Summary Informativeness of Stock Trades: An Econometric Analysis2003Intraday Price Formation in U.S. Equity Index Markets2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian StocksCited by2019Price discovery in bitcoin spot or futures?2020The impact of blockchain related name changes on corporate performance2019The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives2020Price discovery in Bitcoin: The impact of unregulated markets2020The determinants of price discovery on bitcoin markets2016Who Sets the Price of Gold? London or New York2019Price discovery in bitcoin futures2019Price discovery in stock and options markets