Essays on Trading Mechanisms and Price Discovery in Financial Markets

Essays on Trading Mechanisms and Price Discovery in Financial Markets
Author: Jian-Xin Wang
Publisher:
Total Pages: 123
Release: 1994
Genre:
ISBN:


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Essays on Trading Mechanisms and Price Discovery in Financial Markets
Language: en
Pages: 123
Authors: Jian-Xin Wang
Categories:
Type: BOOK - Published: 1994 - Publisher:

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Three Essays on Price Discovery in the Cotton Futures Market
Language: en
Pages:
Authors: Joseph Peter Janzen
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Recent booms and busts in commodity prices have placed renewed scrutiny on commodity futures markets as a mechanism for price discovery, the process of incorpor
Essays on Information Diffusion and Stock Markets
Language: en
Pages: 153
Authors: Aaron Paul Burt
Categories: Stock exchanges
Type: BOOK - Published: 2017 - Publisher:

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My dissertation is a compilation of three separate research studies that explore how information diffuses in financial markets. The first chapter examines how n
Essays on Trading Strategy
Language: en
Pages: 83
Authors: Graham L Giller
Categories: Business & Economics
Type: BOOK - Published: 2021-12-31 - Publisher: Giller Investments (New Jersey), LLC

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Following on from his Adventures in Financial Data Science, Graham Giller, one of Wall Streets original data scientists, collects together a set of pieces on op
Automating the Price Discovery Process
Language: en
Pages: 38
Authors: Mr.Ian Domowitz
Categories: Business & Economics
Type: BOOK - Published: 1992-10 - Publisher: International Monetary Fund

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Automated trade execution systems are examined with respect to the degree to which they automate the price discovery process. Seven levels of automation of pric