[HTML][HTML] Information shares for markets with partially overlapping trading hours
T Dimpfl, K Schweikert - Journal of Banking & Finance, 2023 - Elsevier
We study daily information shares for markets with partially overlapping trading hours. The
established methodologies consider price discovery measures computed either for exactly …
established methodologies consider price discovery measures computed either for exactly …
Informativeness of CME micro bitcoin futures in pricing of bitcoin: Intraday evidence
PC Pati - Finance Research Letters, 2022 - Elsevier
This study is the first to measure the informativeness of Chicago Mercantile Exchange (CME)-
traded Micro Bitcoin futures (MBT) by exploring its contribution made to the price discovery …
traded Micro Bitcoin futures (MBT) by exploring its contribution made to the price discovery …
Price discovery and risk management in asset class: a bibliometric analysis and research agenda
G Gairola, K Dey - Applied Economics Letters, 2023 - Taylor & Francis
This paper presents a bibliometric review of 2,391 publications on price discovery and
hedging in financial assets and commodities. The discipline-wise contribution of …
hedging in financial assets and commodities. The discipline-wise contribution of …
[PDF][PDF] Βιογραφικό σημείωμα
Π Στοιχεία - 2022 - users.ntua.gr
* The paper has been selected for the May 2009 issue of Virtual Journal of Ultrafast Science.
The Virtual Journal, which is published by the American Physical Society and the American …
The Virtual Journal, which is published by the American Physical Society and the American …