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What do price discovery metrics really measure?

2013184 citationsJournal Articlegreen Open Access

Authors

Tālis J. Putniņš · Stockholm School of Economics in Riga

Topics & Keywords

Market Dynamics and Volatility Financial Markets and Investment Strategies Monetary Policy and Economic Impact

Publication Details

Published in: Journal of Empirical Finance

Volume 23, pp. 68-83

DOI: 10.1016/j.jempfin.2013.05.004

Field-Weighted Citation Impact: 41.42

What do price discovery metrics really measure? | Researchclopedia