Price discovery in stock and options marketsTālis J. Putniņš, David Michayluk, Sean Foley2019-12-26articleJournal of Financial Markets78 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 — 78 citations exist upstream.References1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1988Testing for Common Trends2011Does Algorithmic Trading Improve Liquidity?1995One Security, Many Markets: Determining the Contributions to Price Discovery1995Estimation of Common Long-Memory Components in Cointegrated Systems1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1975Fact and Fantasy in the Use of Options2006The Information in Option Volume for Future Stock PricesCited by2020Nothing but noise? Price discovery across cryptocurrency exchanges