Contribution to Book
Empirical Evidence on Price Formation and Price Discovery
Market Microstructure in Emerging and Developed Markets
(2013)
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/