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1. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_906_13.

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2. Rethinking Capital Structure Arbitrage. (2012). Lazar, Emese ; Avino, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:42850.

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3. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:42847.

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4. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
   In: Staff Reports.
   RePEc:fip:fednsr:579.

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5. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785.

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6. Electronic versus open outcry trading in agricultural commodities futures markets. (2011). Tse, Yiuman ; Martinez, Valeria ; Gupta, Paramita ; Kittiakarasakun, Jullavut.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:20:y:2011:i:1:p:28-36.

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7. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

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8. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1139.

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9. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_3525.

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10. The sovereign credit default swap market: price discovery, volumes and links with banks risk premia. (2011). Carboni, Alessandro .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_821_11.

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11. Price discovery in the Indian gold futures market. (2010). Chaihetphon, Piyamas ; Pavabutr, Pantisa.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:4:p:455-467.

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12. Trading costs and price discovery. (2010). Choy, Siu-Kai ; Zhang, Hua.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:1:p:37-57.

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13. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246.

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14. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

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15. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636.

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16. The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand. (2010). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:498-508.

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17. A structural analysis of price discovery measures. (2010). Zivot, Eric ; Yan, Bingcheng .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19.

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18. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks. (2010). Phylaktis, Kate ; Korczak, Piotr.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:566-584.

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19. Modelling and measuring price discovery in commodity markets. (2010). Gonzalo, Jesus ; Figuerola-Ferretti, Isabel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:95-107.

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20. Price Formation on the EuroMTS Platform. (2010). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2938.

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21. Price discovery in spot and futures markets: A reconsideration. (2009). Theissen, Erik.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200927.

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22. Price discovery on traded inflation expectations: does the financial crisis matter?. (2009). Stapf, Jelena ; Schulz, Alexander.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:200925.

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23. A closer look at co-movements among stock returns. (2009). Kasch-Haroutounian, Maria ; Zebedee, Allan A..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y::i:4:p:279-294.

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24. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Forte, Santiago ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

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25. Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets. (2009). Baba, Naohiko ; Inada, Masakazu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:4:p:616-632.

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26. Single-stock futures: Evidence from the Indian securities market. (2009). Tse, Yiuman ; Kumar, Umesh.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:3:p:220-234.

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27. Price discovery in tick time. (2009). Frijns, Bart ; Schotman, Peter.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:759-776.

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28. International price discovery in the presence of microstructure noise. (2008). Grammig, Joachim G. ; Peter, Franziska J..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200850.

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29. International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0810.

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30. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:97.

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31. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233.

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32. Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence. (2008). Gurun, Umit ; Booth, Geoffrey G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:131-144.

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33. A Structural Analysis of Price Discovery Measures. (2007). Zivot, Eric ; Yan, Bingcheng .
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2006-08-fc.

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34. Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS. (2007). Baba, Naohiko ; Inada, Masakazu.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:07-e-06.

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35. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-052.

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36. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-070.

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37. Determining the contributions to price discovery for Chinese cross-listed stocks. (2007). CHONG, Terence Tai Leung ; Su, Qian.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:2:p:140-153.

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38. Price discovery and informational efficiency of international iShares funds. (2007). Tse, Yiuman ; Martinez, Valeria.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15.

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39. Price Discovery in Canadian Government Bond Futures and Spot Markets. (2007). Hendry, Scott ; Chung, Christopher ; Campbell, Bryan.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-4.

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40. Multi-market trading in the Eurodollar futures market. (2006). Tse, Yiuman ; Bandyopadhyay, Paramita.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:3:p:321-341.

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41. Price discovery in the foreign currency futures and spot market. (2006). Rosenberg, Joshua ; Traub, Leah G..
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    RePEc:fip:fednsr:262.

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42. Breaks and persistency: macroeconomic causes of stock market volatility. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:151-177.

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43. Effects of electronic trading on the Hang Seng Index futures market. (2005). Tse, Y. K. ; Fung, Joseph K. W., ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:14:y:2005:i:4:p:415-425.

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44. Market quality and price discovery: Introduction of the E-mini energy futures. (2005). Tse, Yiuman ; Xiang, JU.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2005:i:2:p:164-179.

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45. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Schlag, Christian ; Melvin, Michael ; Grammig, Joachim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164.

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46. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Working Papers.
    RePEc:upo:upopwp:20.

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47. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. (2004). Marsh, Ian ; Blanco, Roberto.
    In: Bank of England working papers.
    RePEc:boe:boeewp:211.

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48. Stalking the efficient price in market microstructure specifications: an overview. (2002). Hasbrouck, Joel.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:3:p:329-339.

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49. Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276.

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50. Exploring the Cognitive Nature of Boards of Directors and Its Implication for Board Effectiveness. (2000). Ning, ZI ; Tse, Yiuman ; Martinez, Valeria ; Bhanot, Karan.
    In: Working Papers.
    RePEc:tsa:wpaper:0032.

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