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Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378
(2021)
Price discovery in a continuous-time setting.
Journal of Financial Econometrics, 19 (5).
985 - 1008.
ISSN 1479-8409
Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378
(2018)
Price discovery in dual‐class shares across multiple markets.
Journal of Futures Markets, 38 (1).
129 - 155.
ISSN 0270-7314