Intraday price discovery in fragmented markets

SR Ozturk; Michel van der Wel; Dick van Dijk

doi:10.1016/j.finmar.2016.10.001

Intraday price discovery in fragmented markets

SR Ozturk, Michel van der Wel, Dick van Dijk

Econometrics

Research output: Contribution to journal › Article › Academic

17 Citations (Scopus)

40 Downloads (Pure)

Original language	Undefined/Unknown
Pages (from-to)	28-48
Number of pages	21
Journal	Journal of Financial Markets
Volume	32
Issue number	1
DOIs	https://doi.org/10.1016/j.finmar.2016.10.001
Publication status	Published - 2017

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EUR ESE 31

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REPUB_108134_OA.pdfFinal published version, 430 KB

http://hdl.handle.net/1765/108134

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@article{33a79485c5524c7e9650499a03e297f8,

title = "Intraday price discovery in fragmented markets",

author = "SR Ozturk and {van der Wel}, Michel and {van Dijk}, Dick",

year = "2017",

doi = "10.1016/j.finmar.2016.10.001",

language = "Undefined/Unknown",

volume = "32",

pages = "28--48",

journal = "Journal of Financial Markets",

issn = "1386-4181",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Intraday price discovery in fragmented markets

AU - Ozturk, SR

AU - van der Wel, Michel

AU - van Dijk, Dick

PY - 2017

Y1 - 2017

UR - https://www.sciencedirect.com/science/article/abs/pii/S138641811630252X

U2 - 10.1016/j.finmar.2016.10.001

DO - 10.1016/j.finmar.2016.10.001

M3 - Article

SN - 1386-4181

VL - 32

SP - 28

EP - 48

JO - Journal of Financial Markets

JF - Journal of Financial Markets

IS - 1

ER -

Intraday price discovery in fragmented markets

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