Intraday price discovery in the DJIA index markets

Journal of Business Finance and Accounting

Volumn 33, Issue 9-10, 2006, Pages 1572-1585

  Tse, Yiuman ^a,d   Bandyopadhyay, Paramita ^b   Shen, Yang Pin ^c  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

^c YUAN ZE UNIVERSITY   (Taiwan)

^d 501 W Durango Blvd ^*  (United States)

Author keywords

DJIA index; ECN; ETF; Futures; Multi market trading; Price discovery

Indexed keywords

EID: 33845379946     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2006.00639.x     Document Type: Article

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