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2. A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies. (2024). Mikhaylov, Alexey ; Ecer, Fatih ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan.
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3. Inferring Option Movements Through Residual Transactions: A Quantitative Model. (2024). Bishop, Vincil ; von Havighorst, Carl.
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1. Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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2. Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; HU, YANG ; Hou, Yang.
   In: Working Papers in Economics.
   RePEc:wai:econwp:19/13.

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3. Price discovery in a continuous-time setting. (2019). Fernandes, Marcelo ; Dias, Gustavo Fruet ; Scherrer, Cristina Mabel.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2019_02.

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4. Price discovery of German index derivatives during financial turmoil. (2019). Frommherz, Anja.
   In: Review of Managerial Science.
   RePEc:spr:rvmgts:v:13:y:2019:i:1:d:10.1007_s11846-017-0241-4.

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5. Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets. (2019). Jiang, Xiong-Fei ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:513:y:2019:i:c:p:709-723.

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6. Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Tse, Yiuman ; Martinez, Valeria.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:45:y:2018:i:c:p:271-284.

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7. Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Skjeltorp, Johannes ; Ødegaard, Bernt ; Jorgensen, Kjell.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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8. Time-varying arbitrage and dynamic price discovery. (2018). Zwinkels, Remco ; Frijns, Bart.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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9. Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data. (2017). Kim, Sol ; Lee, Geul.
   In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
   RePEc:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500175.

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10. A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index. (2017). Kaur, Parneet ; Singh, Amanjot.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:15:y:2017:i:1:d:10.1007_s40953-016-0047-2.

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11. The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market. (2017). Liu, Qiang ; Qiao, Gaoxiu.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1115-3.

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12. Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven.
    In: MPRA Paper.
    RePEc:pra:mprapa:81999.

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13. Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang.
    In: MPRA Paper.
    RePEc:pra:mprapa:81995.

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14. Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar.
    In: International Journal of Indian Culture and Business Management.
    RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43.

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15. Improving on daily measures of price discovery. (2017). Fernandes, Marcelo ; Dias, Gustavo Fruet ; Scherrer, Cristina Mabel.
    In: Textos para discussão.
    RePEc:fgv:eesptd:444.

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16. Determinants of price discovery in the VIX futures market. (2017). TSAI, WEI-CHE ; Chen, Yu-Lun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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17. Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index. (2016). Singh, Manjit.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:2:y:2016:i:6:p:23-44.

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18. Price Discovery in the Chinese Gold Market. (2016). Wang, Jianxin ; Li, Youwei ; Yang, Yung Chiang ; Jin, Muzhao.
    In: MPRA Paper.
    RePEc:pra:mprapa:71135.

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19. The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Lobe, Sebastian ; Roder, Klaus ; Schmidhammer, Christoph.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:p:79-106.

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20. The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Lobe, Sebastian ; Roder, Klaus ; Schmidhammer, Christoph.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0462-4.

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21. Growing pains: The evolution of new stock index futures in emerging markets. (2016). Korkmaz, Sibel ; Alan, Nazli Sila ; Karagozoglu, Ahmet K.
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    RePEc:eee:riibaf:v:37:y:2016:i:c:p:1-16.

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22. Price discovery in the S&P 500 index derivatives markets. (2016). Chen, Wei-Peng ; Chung, Huimin ; Lien, Donald.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:438-452.

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23. The lead–lag relationship between stock index and stock index futures: A thermal optimal path method. (2016). Ji, Shen-Dan ; Li, Sai-Ping ; Su, Li-Ling ; Ren, Fei ; Gong, Chen-Chen .
    In: Physica A: Statistical Mechanics and its Applications.
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24. Does the Boxed Beef Price Inform the Live Cattle Futures Price?. (2016). Garcia, Philip ; Peterson, Paul E ; Joseph, Kishore.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
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25. Component shares in continuous time. (2016). Fernandes, Marcelo ; Dias, Gustavo Fruet ; Scherrer, Cristina M.
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26. Price Discovery in Brazilian FX Markets. (2015). Medeiros, Marcelo ; Garcia, Marcio ; Pinto, Marcio Gomes ; Santos, Francisco Luna.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:35:y:2015:i:1:a:46423.

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27. An investigation of price discovery and volatility spillovers in India’s foreign exchange market. (2015). Deisting, Florent ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:42:y:2015:i:2:p:261-284.

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28. Price discovery in the dual-platform US Treasury market. (2015). Li, Youwei ; Dunne, Peter ; Sun, Zhuowei.
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    RePEc:eee:glofin:v:28:y:2015:i:c:p:95-110.

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29. The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China. (2015). Xu, Feng ; Wan, Difang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:221-231.

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30. How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo.
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31. Price Discovery in Brazilian FX Markets. (2014). Medeiros, Marcelo ; Garcia, Marcio ; Santos, Francisco.
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32. Catalysts for price discovery in the European Union Emissions Trading System. (2014). Swieringa, John ; Schultz, Emma.
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    RePEc:eee:jbfina:v:42:y:2014:i:c:p:112-122.

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33. Price leadership and information transmission in Australian water allocation markets. (2014). Brooks, Robert ; Harris, Edwyna.
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34. Informational role of market makers: The case of exchange traded CFDs. (2013). Lepone, Andrew ; Yang, Jin Young.
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35. Price discovery in spot and futures markets: A reconsideration. (2011). Theissen, Erik.
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36. Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets. (2011). An, Yunbi ; Liu, Qingfu.
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37. Are broad market shocks anticipated by investors? Evidence from major equity and index options markets. (2011). Spyrou, Spyros.
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38. Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case. (2010). Khan, Salman.
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39. Trading costs and price discovery. (2010). Choy, Siu-Kai ; Zhang, Hua.
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40. A structural analysis of price discovery measures. (2010). Zivot, Eric ; Yan, Bingcheng .
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41. Price discovery in spot and futures markets: A reconsideration. (2009). Theissen, Erik.
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42. The information content of net buying pressure: Evidence from the KOSPI 200 index option market. (2008). Kang, Jangkoo ; Park, Hyoung-Jin.
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43. A Structural Analysis of Price Discovery Measures. (2007). Zivot, Eric ; Yan, Bingcheng .
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44. The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework. (2007). Chen, Mei-Ling ; Wang, Kai-Li.
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45. Price Discovery in Canadian Government Bond Futures and Spot Markets. (2007). Hendry, Scott ; Chung, Christopher ; Campbell, Bryan.
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46. PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET. (2005). Kenourgios, Dimitris.
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47. Effects of electronic trading on the Hang Seng Index futures market. (2005). Tse, Y. K. ; Fung, Joseph K. W., ; Lien, Donald.
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48. Market quality and price discovery: Introduction of the E-mini energy futures. (2005). Tse, Yiuman ; Xiang, JU.
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49. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; Wood, Robert A. ; deB. Harris, Frederick H., .
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50. Measures of Contributions to Price Discovery: A Comparison. (2001). de Jong, Frank.
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