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Contribution to Book
Empirical Evidence on Price Formation and Price Discovery
Market Microstructure in Emerging and Developed Markets (2013)
  • Yiuman Tse, University of Missouri-St. Louis
  • Michael Williams
Disciplines
Publication Date
2013
Editor
H. Kent Baker and Halik Kiymaz
Publisher
John Wiley & Sons, Inc.
Citation Information
Yiuman Tse and Michael Williams. "Empirical Evidence on Price Formation and Price Discovery" Hoboken, New JerseyMarket Microstructure in Emerging and Developed Markets (2013) p. 285 - 324
Available at: http://works.bepress.com/yiuman-tse/107/